+174.6%
ARM vs BUD
+56.4%
+118.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.8% |
| 7D | -15.2% | +4.5% | -19.7% | -15.6% |
| 30D | -40.7% | +12.5% | -53.2% | -41.8% |
| 3M | -39.1% | 0.0% | -39.1% | -39.0% |
| 6M | -26.4% | +3.8% | -30.2% | -27.2% |
| YTD | +59.7% | +33.1% | +26.7% | +46.8% |
| 1Y | +10.3% | +35.5% | -25.2% | +0.6% |
| 3Y | +228.9% | +49.4% | +179.5% | +201.2% |
| All | +174.6% | +56.4% | +118.2% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling