+19.3%
ARM vs BND
-0.5%
+19.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -7.3% |
| 7D | -18.7% | +0.4% | -19.1% | -20.7% |
| 30D | -36.7% | +2.3% | -39.0% | -45.1% |
| 3M | -31.6% | -1.0% | -30.7% | -26.9% |
| 6M | -5.6% | -0.9% | -4.8% | +1.3% |
| YTD | +75.5% | -0.9% | +76.3% | +88.3% |
| 1Y | +19.3% | -0.5% | +19.8% | +28.1% |
| All | +19.3% | -0.5% | +19.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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