+162.2%
ARM vs BURL
+68.8%
+93.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.1% | -11.7% |
| 7D | -27.1% | +3.5% | -30.6% | -28.4% |
| 30D | -44.9% | -9.3% | -35.6% | -42.4% |
| 3M | -39.3% | -32.1% | -7.2% | -27.6% |
| 6M | -20.2% | -19.8% | -0.4% | -13.7% |
| YTD | +52.5% | -13.2% | +65.7% | +58.4% |
| 1Y | +4.1% | -7.8% | +11.9% | +3.3% |
| 3Y | +211.7% | +89.3% | +122.4% | +137.8% |
| All | +162.2% | +68.8% | +93.4% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling