+19.3%
ARM vs BDX
+54.0%
-34.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.6% | -10.8% | -2.7% |
| 7D | -18.7% | +7.2% | -25.9% | -15.9% |
| 30D | -36.7% | +15.8% | -52.5% | -32.2% |
| 3M | -31.6% | +23.7% | -55.3% | -24.8% |
| 6M | -5.6% | +44.8% | -50.5% | +9.1% |
| YTD | +75.5% | +39.8% | +35.7% | +107.4% |
| 1Y | +19.3% | +52.3% | -33.0% | +46.4% |
| All | +19.3% | +54.0% | -34.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling