-39.3%
ARM vs BN
-7.0%
-32.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.1% | -10.0% | -11.9% |
| 7D | -27.1% | +5.7% | -32.8% | -28.1% |
| 30D | -44.9% | +12.0% | -56.9% | -48.3% |
| 3M | -39.3% | -6.1% | -33.2% | -41.4% |
| All | -39.3% | -7.0% | -32.3% | -41.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling