+162.2%
ARM vs BIL
+14.0%
+148.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | 0.0% | -13.1% | -13.1% |
| 7D | -27.1% | -0.3% | -26.9% | -26.9% |
| 30D | -44.9% | 0.0% | -44.9% | -43.9% |
| 3M | -39.3% | +0.3% | -39.6% | -34.7% |
| 6M | -20.2% | +1.2% | -21.4% | -5.2% |
| YTD | +52.5% | +2.4% | +50.1% | +81.1% |
| 1Y | +4.1% | +3.0% | +1.1% | +23.8% |
| 3Y | +211.7% | +13.1% | +198.6% | +6.4% |
| All | +162.2% | +14.0% | +148.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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