+299.7%
ARM vs BNY
+283.0%
+16.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.9% |
| 7D | +4.8% | -1.1% | +5.8% | +5.8% |
| 30D | -5.5% | +1.4% | -6.9% | -7.1% |
| 3M | -17.3% | +16.8% | -34.1% | -30.1% |
| 6M | +110.9% | +42.0% | +68.9% | +47.8% |
| YTD | +132.5% | +41.9% | +90.6% | +61.6% |
| 1Y | +64.9% | +59.2% | +5.7% | +1.1% |
| All | +299.7% | +283.0% | +16.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling