+199.6%
ARM vs BDX
+10.7%
+188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.7% |
| 7D | +9.1% | +2.9% | +6.2% | +8.9% |
| 30D | -19.9% | +15.4% | -35.4% | -21.1% |
| 3M | -31.6% | +20.5% | -52.1% | -33.1% |
| 6M | -13.9% | +53.2% | -67.1% | -20.4% |
| YTD | +74.3% | +45.7% | +28.6% | +63.0% |
| 1Y | +35.8% | +47.3% | -11.5% | +26.4% |
| 3Y | +268.6% | +25.1% | +243.5% | +254.1% |
| All | +199.6% | +10.7% | +188.9% | +219.6% |
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