+193.0%
ARM vs BLDR
-50.6%
+243.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.2% | +4.7% |
| 7D | -5.3% | -2.7% | -2.6% | -4.7% |
| 30D | -30.0% | +24.8% | -54.9% | -36.8% |
| 3M | -34.1% | -11.7% | -22.4% | -31.8% |
| 6M | -12.6% | -14.8% | +2.1% | -9.7% |
| YTD | +70.4% | -35.9% | +106.3% | +94.3% |
| 1Y | +22.3% | -39.7% | +62.0% | +42.4% |
| 3Y | +261.2% | -45.6% | +306.8% | +292.0% |
| All | +193.0% | -50.6% | +243.6% | +236.6% |
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