+296.4%
ARM vs BLK
+69.6%
+226.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.2% |
| 7D | +5.5% | -3.6% | +9.1% | +9.1% |
| 30D | -8.2% | -1.0% | -7.2% | -7.6% |
| 3M | -35.9% | +10.4% | -46.3% | -42.1% |
| 6M | +103.1% | +8.2% | +95.0% | +86.0% |
| YTD | +130.6% | +6.0% | +124.6% | +112.3% |
| 1Y | +86.1% | +3.3% | +82.7% | +74.3% |
| All | +296.4% | +69.6% | +226.8% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling