+162.2%
ARM vs BP
+35.4%
+126.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.4% |
| 6M | -20.2% | -1.6% | -18.6% | -19.8% |
| YTD | +52.5% | +33.5% | +19.0% | +34.6% |
| 1Y | +4.1% | +31.7% | -27.7% | -7.8% |
| 3Y | +211.7% | +45.1% | +166.5% | +160.3% |
| All | +162.2% | +35.4% | +126.8% | +118.0% |
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 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