+185.4%
ARM vs BLDR
-52.9%
+238.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -0.9% |
| 7D | -10.4% | -1.1% | -9.3% | -10.2% |
| 30D | -31.8% | +19.1% | -50.9% | -37.4% |
| 3M | -32.2% | -12.6% | -19.7% | -29.8% |
| 6M | -14.9% | -18.7% | +3.8% | -10.5% |
| YTD | +66.0% | -38.8% | +104.9% | +92.5% |
| 1Y | +17.2% | -41.2% | +58.4% | +37.5% |
| 3Y | +247.2% | -49.4% | +296.6% | +289.6% |
| All | +185.4% | -52.9% | +238.3% | +233.5% |
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