+10.3%
ARM vs BROS
-40.0%
+50.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.1% | +5.5% |
| 7D | -15.2% | -21.2% | +6.0% | -8.4% |
| 30D | -40.7% | -11.6% | -29.1% | -38.1% |
| 3M | -39.1% | -36.7% | -2.4% | -29.5% |
| 6M | -26.4% | -42.8% | +16.4% | -13.9% |
| YTD | +59.7% | -44.8% | +104.6% | +77.5% |
| 1Y | +10.3% | -36.5% | +46.9% | +21.6% |
| All | +10.3% | -40.0% | +50.4% | +21.6% |
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