+193.0%
ARM vs BLK
+84.5%
+108.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.6% | +3.9% |
| 7D | -5.3% | +4.1% | -9.4% | -8.6% |
| 30D | -30.0% | +12.2% | -42.3% | -37.0% |
| 3M | -34.1% | +7.4% | -41.5% | -38.3% |
| 6M | -12.6% | +13.2% | -25.8% | -23.0% |
| YTD | +70.4% | +15.4% | +55.1% | +45.4% |
| 1Y | +22.3% | +14.6% | +7.6% | +4.8% |
| 3Y | +261.2% | +99.2% | +161.9% | +63.7% |
| All | +193.0% | +84.5% | +108.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling