+21.2%
ARM vs BROS
-37.5%
+58.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | -10.4% | -19.0% | +8.7% | -4.0% |
| 30D | -31.8% | -7.3% | -24.6% | -29.8% |
| 3M | -32.2% | -31.2% | -1.0% | -23.7% |
| 6M | -14.9% | -33.0% | +18.1% | -7.0% |
| YTD | +66.0% | -42.4% | +108.4% | +80.8% |
| All | +21.2% | -37.5% | +58.7% | +32.0% |
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