+86.1%
ARM vs BR
-29.1%
+115.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +3.1% |
| 7D | +5.5% | -5.3% | +10.7% | +4.2% |
| 30D | -8.2% | +6.4% | -14.6% | -6.9% |
| 3M | -35.9% | +13.6% | -49.6% | -32.6% |
| 6M | +103.1% | -6.7% | +109.8% | +99.8% |
| YTD | +130.6% | -21.1% | +151.7% | +114.3% |
| 1Y | +86.1% | -29.6% | +115.6% | +71.1% |
| All | +86.1% | -29.1% | +115.2% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling