+296.4%
ARM vs BIL
+14.0%
+282.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.4% |
| 7D | +5.5% | +0.1% | +5.4% | +6.7% |
| 30D | -8.2% | +0.3% | -8.5% | -3.9% |
| 3M | -35.9% | +0.9% | -36.9% | -27.8% |
| 6M | +103.1% | +1.8% | +101.3% | +137.7% |
| YTD | +130.6% | +2.4% | +128.2% | +166.6% |
| 1Y | +86.1% | +3.7% | +82.3% | +115.7% |
| All | +296.4% | +14.0% | +282.5% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling