+199.6%
ARM vs BG
-2.5%
+202.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.8% |
| 7D | +9.1% | +2.6% | +6.5% | +8.9% |
| 30D | -19.9% | -6.7% | -13.3% | -19.4% |
| 3M | -31.6% | -9.3% | -22.4% | -31.2% |
| 6M | -13.9% | -18.3% | +4.5% | -12.1% |
| YTD | +74.3% | +16.2% | +58.1% | +68.8% |
| 1Y | +35.8% | +7.6% | +28.2% | +33.0% |
| 3Y | +268.6% | +6.6% | +262.0% | +239.6% |
| All | +199.6% | -2.5% | +202.1% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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