+17.2%
ARM vs BND
-0.7%
+17.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | +0.6% |
| 7D | -10.4% | -0.1% | -10.3% | -10.3% |
| 30D | -31.8% | +1.3% | -33.1% | -37.7% |
| 3M | -32.2% | -0.7% | -31.5% | -29.4% |
| 6M | -14.9% | -1.6% | -13.3% | -6.4% |
| YTD | +66.0% | -1.0% | +67.0% | +78.1% |
| 1Y | +17.2% | -0.7% | +17.9% | +26.0% |
| All | +17.2% | -0.7% | +17.9% | +26.0% |
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