+64.9%
ARM vs BKR
+33.0%
+31.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.7% | +2.9% | -0.3% |
| 7D | +4.8% | -6.7% | +11.4% | +8.6% |
| 30D | -5.5% | -8.3% | +2.9% | -1.2% |
| 3M | -17.3% | -5.4% | -11.9% | -15.1% |
| 6M | +110.9% | +0.8% | +110.0% | +113.9% |
| YTD | +132.5% | +31.8% | +100.7% | +115.4% |
| 1Y | +64.9% | +28.6% | +36.3% | +56.8% |
| All | +64.9% | +33.0% | +31.9% | +56.8% |
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