+35.8%
ARM vs BR
-11.4%
+47.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.4% |
| 7D | +9.1% | +1.1% | +8.0% | +9.6% |
| 30D | -19.9% | +14.4% | -34.3% | -15.5% |
| 3M | -31.6% | +12.4% | -44.0% | -27.7% |
| 6M | -13.9% | +35.4% | -49.3% | -2.1% |
| YTD | +74.3% | -12.2% | +86.5% | +69.7% |
| 1Y | +35.8% | -12.7% | +48.5% | +32.6% |
| All | +35.8% | -11.4% | +47.2% | +32.6% |
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