+17.2%
ARM vs BN
-7.9%
+25.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -1.6% |
| 7D | -10.4% | +4.3% | -14.7% | -12.9% |
| 30D | -31.8% | +14.3% | -46.1% | -38.7% |
| 3M | -32.2% | -4.1% | -28.1% | -30.2% |
| 6M | -14.9% | -9.7% | -5.2% | -8.1% |
| YTD | +66.0% | -7.1% | +73.2% | +64.3% |
| 1Y | +17.2% | -7.4% | +24.6% | +16.2% |
| All | +17.2% | -7.9% | +25.1% | +16.2% |
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