+199.6%
ARM vs BROS
+38.7%
+160.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.5% | -11.1% | -6.9% |
| 7D | +9.1% | +6.3% | +2.8% | +6.7% |
| 30D | -19.9% | -8.3% | -11.6% | -17.8% |
| 3M | -31.6% | -29.8% | -1.8% | -23.6% |
| 6M | -13.9% | -25.8% | +12.0% | -7.6% |
| YTD | +74.3% | -41.4% | +115.7% | +102.2% |
| 1Y | +35.8% | -35.2% | +71.0% | +51.2% |
| 3Y | +268.6% | +32.8% | +235.8% | +171.5% |
| All | +199.6% | +38.7% | +160.9% | +115.2% |
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