+268.6%
ARM vs BR
+14.9%
+253.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | +9.1% | +1.1% | +8.0% | +8.9% |
| 30D | -19.9% | +14.4% | -34.3% | -22.3% |
| 3M | -31.6% | +12.4% | -44.0% | -33.6% |
| 6M | -13.9% | +35.4% | -49.3% | -21.7% |
| YTD | +74.3% | -12.2% | +86.5% | +98.7% |
| 1Y | +35.8% | -12.7% | +48.5% | +55.3% |
| 3Y | +268.6% | +14.3% | +254.3% | +247.8% |
| All | +268.6% | +14.9% | +253.7% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling