+315.5%
ARM vs BRO
-7.6%
+323.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +0.6% |
| 7D | +12.5% | -7.6% | +20.2% | +10.8% |
| 30D | -1.4% | -6.9% | +5.5% | -2.6% |
| 3M | -18.7% | +12.8% | -31.5% | -18.4% |
| 6M | +124.6% | -5.9% | +130.5% | +130.3% |
| YTD | +141.7% | -15.9% | +157.6% | +152.8% |
| 1Y | +87.7% | -28.1% | +115.8% | +104.7% |
| All | +315.5% | -7.6% | +323.2% | +294.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling