+86.1%
ARM vs BP
+34.1%
+52.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +4.1% |
| 7D | +5.5% | +3.9% | +1.5% | +6.6% |
| 30D | -8.2% | +7.6% | -15.8% | -6.2% |
| 3M | -35.9% | +0.7% | -36.6% | -34.3% |
| 6M | +103.1% | +15.5% | +87.6% | +101.6% |
| YTD | +130.6% | +30.8% | +99.8% | +121.1% |
| 1Y | +86.1% | +34.3% | +51.8% | +77.0% |
| All | +86.1% | +34.1% | +52.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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