+193.0%
ARM vs BP
+35.0%
+157.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -5.3% | -6.9% | +1.5% | -4.5% |
| 30D | -30.0% | -3.6% | -26.4% | -29.8% |
| 3M | -34.1% | +8.4% | -42.5% | -35.2% |
| 6M | -12.6% | +5.3% | -18.0% | -13.9% |
| YTD | +70.4% | +33.2% | +37.3% | +50.4% |
| 1Y | +22.3% | +28.2% | -5.9% | +9.6% |
| 3Y | +261.2% | +49.2% | +211.9% | +203.2% |
| All | +193.0% | +35.0% | +157.9% | +143.6% |
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