+214.2%
ARM vs BUD
+56.2%
+157.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +19.8% | -1.6% | +21.4% | +19.9% |
| 30D | -21.8% | +6.7% | -28.4% | -22.6% |
| 3M | -26.5% | +5.9% | -32.4% | -27.2% |
| 6M | -3.9% | +5.1% | -9.0% | -5.5% |
| YTD | +82.8% | +32.9% | +49.9% | +67.8% |
| 1Y | +34.3% | +31.8% | +2.5% | +23.5% |
| 3Y | +282.2% | +47.4% | +234.8% | +251.6% |
| All | +214.2% | +56.2% | +157.9% | +177.4% |
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