+214.0%
ARM vs BP
+43.3%
+170.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.0% | -11.1% | -12.8% |
| 7D | -27.1% | -11.2% | -15.9% | -26.1% |
| 30D | -44.9% | -0.7% | -44.2% | -44.9% |
| 3M | -39.3% | +9.8% | -49.1% | -40.5% |
| 6M | -20.2% | -1.6% | -18.6% | -19.8% |
| YTD | +52.5% | +33.5% | +19.0% | +33.5% |
| 1Y | +4.1% | +31.7% | -27.7% | -8.6% |
| All | +214.0% | +43.3% | +170.7% | +160.9% |
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