+316.4%
ARM vs BNY
+283.2%
+33.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +5.0% | -1.3% | +6.4% | +6.4% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -22.6% | +14.9% | -37.6% | -33.5% |
| 6M | +120.5% | +40.0% | +80.5% | +56.8% |
| YTD | +142.2% | +42.0% | +100.3% | +68.3% |
| 1Y | +71.2% | +56.9% | +14.3% | +6.6% |
| All | +316.4% | +283.2% | +33.2% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling