+219.8%
ARM vs BROS
+35.3%
+184.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.8% | +12.3% |
| 7D | +6.0% | -20.4% | +26.4% | +14.5% |
| 30D | -20.3% | -6.1% | -14.2% | -18.7% |
| 3M | -24.4% | -29.4% | +5.0% | -15.5% |
| 6M | -4.4% | -31.5% | +27.2% | +5.6% |
| YTD | +86.0% | -42.8% | +128.9% | +118.1% |
| 1Y | +35.8% | -37.5% | +73.3% | +53.5% |
| 3Y | +289.1% | +27.2% | +261.9% | +192.1% |
| All | +219.8% | +35.3% | +184.5% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling