+17.2%
ARM vs BWA
+13.5%
+3.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.3% |
| 7D | -10.4% | -2.4% | -7.9% | -8.6% |
| 30D | -31.8% | -17.7% | -14.1% | -22.8% |
| 3M | -32.2% | -27.0% | -5.3% | -18.1% |
| 6M | -14.9% | -17.3% | +2.4% | -1.9% |
| YTD | +66.0% | +12.9% | +53.2% | +70.8% |
| 1Y | +17.2% | +12.9% | +4.3% | +21.2% |
| All | +17.2% | +13.5% | +3.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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