+219.8%
ARM vs BUD
+56.7%
+163.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -2.3% | +14.3% | +12.2% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | -20.3% | +7.4% | -27.7% | -21.2% |
| 3M | -24.4% | +4.3% | -28.7% | -24.9% |
| 6M | -4.4% | +5.3% | -9.7% | -5.9% |
| YTD | +86.0% | +33.2% | +52.8% | +70.8% |
| 1Y | +35.8% | +31.8% | +4.0% | +25.0% |
| 3Y | +289.1% | +47.8% | +241.3% | +257.9% |
| All | +219.8% | +56.7% | +163.1% | +182.4% |
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