+88.0%
ARM vs BND
+0.5%
+87.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +4.2% |
| 7D | +11.4% | +0.1% | +11.2% | +10.5% |
| 30D | -7.4% | -0.4% | -7.1% | -5.4% |
| 3M | -24.5% | -0.2% | -24.3% | -23.5% |
| 6M | +128.7% | -1.2% | +129.8% | +139.7% |
| YTD | +139.3% | -0.3% | +139.6% | +146.6% |
| 1Y | +88.0% | +0.4% | +87.6% | +95.9% |
| All | +88.0% | +0.5% | +87.5% | +95.9% |
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