+86.1%
ARM vs BROS
-35.3%
+121.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.7% |
| 7D | +5.5% | -6.7% | +12.1% | +7.7% |
| 30D | -8.2% | -29.1% | +20.9% | +1.4% |
| 3M | -35.9% | -16.7% | -19.2% | -33.9% |
| 6M | +103.1% | -11.6% | +114.7% | +105.6% |
| YTD | +130.6% | -23.9% | +154.5% | +136.7% |
| 1Y | +86.1% | -34.8% | +120.9% | +70.3% |
| All | +86.1% | -35.3% | +121.4% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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