+35.8%
ARM vs BLK
+14.6%
+21.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -5.0% |
| 7D | +9.1% | +3.7% | +5.4% | +6.7% |
| 30D | -19.9% | +13.9% | -33.8% | -25.7% |
| 3M | -31.6% | +3.9% | -35.5% | -33.2% |
| 6M | -13.9% | +13.0% | -26.8% | -19.3% |
| YTD | +74.3% | +16.1% | +58.2% | +52.9% |
| 1Y | +35.8% | +16.8% | +19.0% | +19.1% |
| All | +35.8% | +14.6% | +21.2% | +19.1% |
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