+214.2%
ARM vs BP
+38.8%
+175.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +19.8% | +2.5% | +17.3% | +19.5% |
| 30D | -21.8% | -5.6% | -16.2% | -21.3% |
| 3M | -26.5% | +8.0% | -34.6% | -27.6% |
| 6M | -3.9% | +5.7% | -9.6% | -5.0% |
| YTD | +82.8% | +36.8% | +45.9% | +60.8% |
| 1Y | +34.3% | +30.7% | +3.6% | +20.4% |
| 3Y | +282.2% | +51.6% | +230.6% | +219.2% |
| All | +214.2% | +38.8% | +175.4% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling