+86.1%
ARM vs BNY
+59.6%
+26.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | +1.4% | +4.0% | +4.3% |
| 30D | -8.2% | +3.8% | -12.0% | -11.0% |
| 3M | -35.9% | +14.9% | -50.8% | -43.0% |
| 6M | +103.1% | +40.3% | +62.8% | +56.4% |
| YTD | +130.6% | +43.8% | +86.9% | +74.4% |
| 1Y | +86.1% | +58.9% | +27.2% | +38.6% |
| All | +86.1% | +59.6% | +26.5% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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