+311.3%
ARM vs BG
+18.9%
+292.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.6% | +3.2% |
| 7D | +11.4% | +2.4% | +9.0% | +11.0% |
| 30D | -7.4% | +15.0% | -22.5% | -9.1% |
| 3M | -24.5% | -0.7% | -23.8% | -24.5% |
| 6M | +128.7% | +7.5% | +121.1% | +126.1% |
| YTD | +139.3% | +41.6% | +97.7% | +127.4% |
| 1Y | +88.0% | +50.7% | +37.3% | +75.8% |
| All | +311.3% | +18.9% | +292.4% | +302.1% |
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