+228.9%
ARM vs BP
+42.8%
+186.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | -15.2% | -11.6% | -3.6% | -14.0% |
| 30D | -40.7% | 0.0% | -40.7% | -40.7% |
| 3M | -39.1% | +6.7% | -45.8% | -40.0% |
| 6M | -26.4% | +2.2% | -28.6% | -26.8% |
| YTD | +59.7% | +33.0% | +26.8% | +39.8% |
| 1Y | +10.3% | +30.7% | -20.4% | -2.8% |
| 3Y | +228.9% | +44.2% | +184.7% | +173.4% |
| All | +228.9% | +42.8% | +186.1% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling