+219.8%
ARM vs BLDR
-53.3%
+273.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.9% | +13.0% | +12.4% |
| 7D | +6.0% | -10.3% | +16.3% | +10.3% |
| 30D | -20.3% | +19.6% | -39.9% | -27.0% |
| 3M | -24.4% | -17.0% | -7.4% | -20.0% |
| 6M | -4.4% | -16.7% | +12.4% | -0.5% |
| YTD | +86.0% | -39.4% | +125.5% | +116.3% |
| 1Y | +35.8% | -41.7% | +77.5% | +59.7% |
| 3Y | +289.1% | -49.9% | +338.9% | +337.9% |
| All | +219.8% | -53.3% | +273.1% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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