+296.4%
ARM vs BURL
+78.6%
+217.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +2.7% |
| 7D | +5.5% | -2.8% | +8.2% | +6.8% |
| 30D | -8.2% | -28.2% | +20.0% | +7.3% |
| 3M | -35.9% | -17.6% | -18.3% | -30.7% |
| 6M | +103.1% | -11.8% | +114.9% | +111.3% |
| YTD | +130.6% | -8.1% | +138.8% | +134.6% |
| 1Y | +86.1% | -12.0% | +98.0% | +90.7% |
| All | +296.4% | +78.6% | +217.8% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling