+193.0%
ARM vs BN
+84.4%
+108.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.8% | +2.8% | +3.1% |
| 7D | -5.3% | +3.6% | -9.0% | -8.7% |
| 30D | -30.0% | +15.9% | -45.9% | -39.9% |
| 3M | -34.1% | -2.3% | -31.7% | -33.0% |
| 6M | -12.6% | -8.4% | -4.2% | -6.0% |
| YTD | +70.4% | -5.9% | +76.3% | +76.3% |
| 1Y | +22.3% | -5.6% | +27.8% | +25.7% |
| 3Y | +261.2% | +104.2% | +157.0% | +74.6% |
| All | +193.0% | +84.4% | +108.6% | +52.1% |
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