+214.0%
ARM vs BWA
+47.7%
+166.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.7% | -7.4% | -10.0% |
| 7D | -27.1% | -10.8% | -16.3% | -22.2% |
| 30D | -44.9% | -25.0% | -19.9% | -35.7% |
| 3M | -39.3% | -28.6% | -10.6% | -27.7% |
| 6M | -20.2% | -16.6% | -3.6% | -10.1% |
| YTD | +52.5% | +6.3% | +46.2% | +54.3% |
| 1Y | +4.1% | +7.2% | -3.1% | +4.8% |
| All | +214.0% | +47.7% | +166.2% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling