+19.3%
ARM vs BLK
+17.9%
+1.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.7% | -8.3% |
| 7D | -18.7% | +5.7% | -24.4% | -21.4% |
| 30D | -36.7% | +14.8% | -51.5% | -41.7% |
| 3M | -31.6% | +8.8% | -40.4% | -35.2% |
| 6M | -5.6% | +17.6% | -23.3% | -14.5% |
| YTD | +75.5% | +16.3% | +59.2% | +53.0% |
| 1Y | +19.3% | +18.0% | +1.3% | +3.4% |
| All | +19.3% | +17.9% | +1.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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