+214.2%
ARM vs BR
+7.4%
+206.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | +19.8% | -1.3% | +21.1% | +20.1% |
| 30D | -21.8% | +13.7% | -35.4% | -24.5% |
| 3M | -26.5% | +13.8% | -40.3% | -29.5% |
| 6M | -3.9% | +29.7% | -33.6% | -12.6% |
| YTD | +82.8% | -12.6% | +95.4% | +108.7% |
| 1Y | +34.3% | -12.4% | +46.7% | +52.7% |
| 3Y | +282.2% | +14.1% | +268.1% | +209.6% |
| All | +214.2% | +7.4% | +206.8% | +185.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling