-13.9%
ARM vs BNY
+16.8%
-30.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -5.1% |
| 7D | +9.1% | +3.9% | +5.3% | +4.5% |
| 30D | -19.9% | +11.9% | -31.9% | -28.1% |
| 3M | -31.6% | -5.0% | -26.6% | -27.8% |
| 6M | -13.9% | +14.6% | -28.5% | -38.5% |
| All | -13.9% | +16.8% | -30.7% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling