+193.0%
ARM vs BDX
+9.3%
+183.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.6% |
| 7D | -5.3% | +8.4% | -13.7% | -6.0% |
| 30D | -30.0% | +17.1% | -47.2% | -31.3% |
| 3M | -34.1% | +22.4% | -56.5% | -35.8% |
| 6M | -12.6% | +45.9% | -58.6% | -18.4% |
| YTD | +70.4% | +43.8% | +26.6% | +59.6% |
| 1Y | +22.3% | +57.8% | -35.5% | +10.4% |
| 3Y | +261.2% | +25.4% | +235.8% | +243.1% |
| All | +193.0% | +9.3% | +183.6% | +212.9% |
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