+228.9%
ARM vs BROS
+25.7%
+203.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.1% | +5.5% |
| 7D | -15.2% | -21.2% | +6.0% | -8.2% |
| 30D | -40.7% | -11.6% | -29.1% | -38.3% |
| 3M | -39.1% | -36.7% | -2.4% | -29.4% |
| 6M | -26.4% | -42.8% | +16.4% | -13.2% |
| YTD | +59.7% | -44.8% | +104.6% | +89.3% |
| 1Y | +10.3% | -36.5% | +46.9% | +23.9% |
| 3Y | +228.9% | +27.0% | +201.9% | +148.9% |
| All | +228.9% | +25.7% | +203.2% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling