+71.2%
ARM vs BRO
-27.7%
+98.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.0% |
| 7D | +5.0% | -7.3% | +12.4% | -0.3% |
| 30D | -2.6% | -6.9% | +4.2% | -7.0% |
| 3M | -22.6% | +10.7% | -33.3% | -16.8% |
| 6M | +120.5% | -2.7% | +123.2% | +130.3% |
| YTD | +142.2% | -16.3% | +158.6% | +141.6% |
| 1Y | +71.2% | -29.1% | +100.2% | +65.1% |
| All | +71.2% | -27.7% | +98.9% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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