+174.6%
ARM vs BG
-4.9%
+179.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.2% | +4.7% |
| 7D | -15.2% | +2.5% | -17.8% | -15.4% |
| 30D | -40.7% | -6.1% | -34.6% | -40.4% |
| 3M | -39.1% | -8.5% | -30.6% | -38.8% |
| 6M | -26.4% | -20.4% | -6.0% | -24.7% |
| YTD | +59.7% | +13.3% | +46.5% | +55.1% |
| 1Y | +10.3% | +7.3% | +3.1% | +7.9% |
| 3Y | +228.9% | +2.6% | +226.3% | +205.7% |
| All | +174.6% | -4.9% | +179.5% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling