+315.5%
ARM vs BDX
-9.2%
+324.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +12.5% | -4.1% | +16.6% | +13.2% |
| 30D | -1.4% | +0.1% | -1.4% | -1.5% |
| 3M | -18.7% | +18.3% | -36.9% | -21.6% |
| 6M | +124.6% | +10.1% | +114.5% | +121.7% |
| YTD | +141.7% | +19.4% | +122.3% | +131.3% |
| 1Y | +87.7% | +22.3% | +65.3% | +77.7% |
| All | +315.5% | -9.2% | +324.7% | +353.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling