+296.4%
ARM vs BR
-3.0%
+299.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +5.1% |
| 7D | +5.5% | -5.3% | +10.7% | +7.4% |
| 30D | -8.2% | +6.4% | -14.6% | -10.7% |
| 3M | -35.9% | +13.6% | -49.6% | -39.1% |
| 6M | +103.1% | -6.7% | +109.8% | +112.7% |
| YTD | +130.6% | -21.1% | +151.7% | +171.2% |
| 1Y | +86.1% | -29.6% | +115.6% | +140.3% |
| All | +296.4% | -3.0% | +299.5% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling