+214.2%
ARM vs BN
+78.7%
+135.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.8% |
| 7D | +19.8% | -0.3% | +20.1% | +20.1% |
| 30D | -21.8% | +13.6% | -35.3% | -31.6% |
| 3M | -26.5% | -6.7% | -19.9% | -22.1% |
| 6M | -3.9% | -9.0% | +5.1% | +3.8% |
| YTD | +82.8% | -8.8% | +91.6% | +94.6% |
| 1Y | +34.3% | -10.6% | +44.9% | +45.7% |
| 3Y | +282.2% | +98.8% | +183.4% | +89.6% |
| All | +214.2% | +78.7% | +135.5% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling