+261.2%
ARM vs BURL
+95.5%
+165.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.7% | -13.0% | -8.9% |
| 7D | -18.7% | +10.4% | -29.1% | -22.7% |
| 30D | -36.7% | -4.9% | -31.7% | -35.4% |
| 3M | -31.6% | -29.8% | -1.9% | -19.9% |
| 6M | -5.6% | -16.5% | +10.8% | -0.2% |
| YTD | +75.5% | -10.5% | +86.0% | +79.2% |
| 1Y | +19.3% | -5.3% | +24.6% | +16.7% |
| All | +261.2% | +95.5% | +165.7% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling