+86.1%
ARM vs BURL
-9.5%
+95.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.0% |
| 7D | +5.5% | -2.8% | +8.2% | +6.4% |
| 30D | -8.2% | -28.2% | +20.0% | +2.9% |
| 3M | -35.9% | -17.6% | -18.3% | -32.4% |
| 6M | +103.1% | -11.8% | +114.9% | +107.0% |
| YTD | +130.6% | -8.1% | +138.8% | +132.2% |
| 1Y | +86.1% | -12.0% | +98.0% | +78.3% |
| All | +86.1% | -9.5% | +95.6% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling