+315.5%
ARM vs BKR
+84.4%
+231.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.3% |
| 7D | +12.5% | -1.5% | +14.0% | +13.5% |
| 30D | -1.4% | -0.7% | -0.7% | -1.1% |
| 3M | -18.7% | +0.5% | -19.2% | -19.3% |
| 6M | +124.6% | +6.6% | +118.0% | +116.8% |
| YTD | +141.7% | +41.3% | +100.5% | +96.9% |
| 1Y | +87.7% | +42.2% | +45.5% | +51.0% |
| All | +315.5% | +84.4% | +231.1% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling