+199.6%
ARM vs BKR
+44.0%
+155.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.4% |
| 7D | +9.1% | +3.8% | +5.3% | +6.9% |
| 30D | -19.9% | -10.3% | -9.7% | -14.9% |
| 3M | -31.6% | -21.7% | -9.9% | -21.1% |
| 6M | -13.9% | -23.8% | +9.9% | +0.8% |
| YTD | +74.3% | +10.3% | +64.0% | +64.2% |
| 1Y | +35.8% | +5.7% | +30.1% | +30.9% |
| 3Y | +268.6% | +52.6% | +216.0% | +177.9% |
| All | +199.6% | +44.0% | +155.6% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling