+86.1%
ARM vs BN
-6.5%
+92.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +5.5% | -2.5% | +7.9% | +7.6% |
| 30D | -8.2% | -9.5% | +1.3% | -0.8% |
| 3M | -35.9% | -10.4% | -25.5% | -30.1% |
| 6M | +103.1% | -6.4% | +109.5% | +110.4% |
| YTD | +130.6% | -11.9% | +142.5% | +143.5% |
| 1Y | +86.1% | -8.6% | +94.7% | +90.4% |
| All | +86.1% | -6.5% | +92.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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