+268.6%
ARM vs BWA
+64.0%
+204.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +9.1% | +4.3% | +4.8% | +6.9% |
| 30D | -19.9% | -13.0% | -6.9% | -13.5% |
| 3M | -31.6% | -24.8% | -6.8% | -20.6% |
| 6M | -13.9% | -23.5% | +9.6% | -0.2% |
| YTD | +74.3% | +13.8% | +60.5% | +70.4% |
| 1Y | +35.8% | +13.4% | +22.4% | +32.7% |
| 3Y | +268.6% | +62.8% | +205.8% | +181.1% |
| All | +268.6% | +64.0% | +204.6% | +181.1% |
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