+35.8%
ARM vs BP
+27.8%
+8.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.5% | +10.5% | +12.5% |
| 7D | +6.0% | -0.8% | +6.8% | +5.6% |
| 30D | -20.3% | -3.1% | -17.2% | -21.1% |
| 3M | -24.4% | +6.2% | -30.5% | -21.9% |
| 6M | -4.4% | +4.8% | -9.2% | -0.2% |
| YTD | +86.0% | +35.2% | +50.9% | +86.9% |
| 1Y | +35.8% | +27.4% | +8.4% | +39.3% |
| All | +35.8% | +27.8% | +8.0% | +39.3% |
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