+199.6%
ARM vs BN
+75.8%
+123.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.1% |
| 7D | +9.1% | -1.0% | +10.1% | +10.2% |
| 30D | -19.9% | +14.0% | -33.9% | -30.3% |
| 3M | -31.6% | -9.0% | -22.6% | -25.7% |
| 6M | -13.9% | -8.8% | -5.0% | -7.0% |
| YTD | +74.3% | -10.3% | +84.6% | +88.6% |
| 1Y | +35.8% | -5.8% | +41.6% | +39.5% |
| 3Y | +268.6% | +94.8% | +173.8% | +86.3% |
| All | +199.6% | +75.8% | +123.8% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling