+214.2%
ARM vs BRO
-1.8%
+216.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -2.1% |
| 7D | +19.8% | -5.1% | +25.0% | +18.0% |
| 30D | -21.8% | +10.4% | -32.2% | -19.3% |
| 3M | -26.5% | -0.5% | -26.1% | -25.5% |
| 6M | -3.9% | +27.1% | -31.0% | -1.4% |
| YTD | +82.8% | -10.6% | +93.3% | +96.1% |
| 1Y | +34.3% | -11.1% | +45.4% | +44.2% |
| 3Y | +282.2% | -1.0% | +283.2% | +276.3% |
| All | +214.2% | -1.8% | +216.0% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling