+296.4%
ARM vs BWA
+72.9%
+223.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.2% | +2.7% |
| 7D | +5.5% | +5.7% | -0.2% | +2.9% |
| 30D | -8.2% | +1.4% | -9.6% | -9.0% |
| 3M | -35.9% | -12.1% | -23.8% | -32.1% |
| 6M | +103.1% | +28.6% | +74.6% | +86.6% |
| YTD | +130.6% | +51.1% | +79.5% | +96.9% |
| 1Y | +86.1% | +55.9% | +30.2% | +56.2% |
| All | +296.4% | +72.9% | +223.5% | +194.9% |
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