+193.0%
ARM vs BR
+7.9%
+185.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.5% |
| 7D | -5.3% | +4.4% | -9.7% | -6.3% |
| 30D | -30.0% | +16.3% | -46.3% | -32.8% |
| 3M | -34.1% | +16.2% | -50.3% | -37.3% |
| 6M | -12.6% | +30.3% | -43.0% | -20.6% |
| YTD | +70.4% | -12.2% | +82.6% | +94.5% |
| 1Y | +22.3% | -11.3% | +33.5% | +37.9% |
| 3Y | +261.2% | +15.2% | +245.9% | +190.3% |
| All | +193.0% | +7.9% | +185.1% | +165.8% |
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