+311.3%
ARM vs BLK
+66.4%
+244.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +5.5% |
| 7D | +11.4% | -2.4% | +13.8% | +13.7% |
| 30D | -7.4% | -3.1% | -4.3% | -5.0% |
| 3M | -24.5% | +10.7% | -35.2% | -32.3% |
| 6M | +128.7% | +15.9% | +112.8% | +95.4% |
| YTD | +139.3% | +4.0% | +135.2% | +123.9% |
| 1Y | +88.0% | +1.3% | +86.7% | +79.3% |
| All | +311.3% | +66.4% | +244.9% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling