+174.6%
ARM vs BN
+77.6%
+97.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.6% |
| 7D | -15.2% | +5.3% | -20.6% | -20.1% |
| 30D | -40.7% | +11.9% | -52.6% | -47.4% |
| 3M | -39.1% | -5.7% | -33.3% | -36.1% |
| 6M | -26.4% | -10.6% | -15.8% | -19.2% |
| YTD | +59.7% | -9.4% | +69.1% | +71.1% |
| 1Y | +10.3% | -8.8% | +19.1% | +17.0% |
| 3Y | +228.9% | +95.6% | +133.2% | +65.1% |
| All | +174.6% | +77.6% | +97.0% | +47.5% |
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