+199.6%
ARM vs BUD
+58.0%
+141.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -4.7% |
| 7D | +9.1% | +1.0% | +8.1% | +9.0% |
| 30D | -19.9% | +6.7% | -26.6% | -20.7% |
| 3M | -31.6% | +5.7% | -37.3% | -32.2% |
| 6M | -13.9% | +5.8% | -19.7% | -15.2% |
| YTD | +74.3% | +34.4% | +39.9% | +60.0% |
| 1Y | +35.8% | +33.3% | +2.5% | +24.8% |
| 3Y | +268.6% | +48.8% | +219.8% | +239.1% |
| All | +199.6% | +58.0% | +141.6% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling