+19.3%
ARM vs BKR
+5.7%
+13.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.5% | +0.3% | -2.3% |
| 7D | -18.7% | -8.8% | -9.9% | -14.6% |
| 30D | -36.7% | -13.1% | -23.6% | -32.1% |
| 3M | -31.6% | -18.9% | -12.7% | -23.8% |
| 6M | -5.6% | -27.2% | +21.6% | +12.9% |
| YTD | +75.5% | +10.7% | +64.8% | +75.1% |
| 1Y | +19.3% | +9.7% | +9.7% | +18.2% |
| All | +19.3% | +5.7% | +13.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling