+299.7%
ARM vs BLK
+61.4%
+238.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.0% |
| 7D | +4.8% | -5.2% | +10.0% | +9.8% |
| 30D | -5.5% | -7.0% | +1.6% | +0.7% |
| 3M | -17.3% | +5.7% | -23.0% | -22.5% |
| 6M | +110.9% | +11.0% | +99.8% | +87.4% |
| YTD | +132.5% | +0.9% | +131.6% | +123.7% |
| 1Y | +64.9% | -1.6% | +66.5% | +61.4% |
| All | +299.7% | +61.4% | +238.3% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling