+85.7%
ARM vs BX
-19.2%
+105.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.3% |
| 7D | +11.4% | -2.0% | +13.3% | +12.1% |
| 30D | -7.4% | -2.3% | -5.1% | -6.9% |
| 3M | -24.5% | +18.5% | -43.0% | -30.0% |
| 6M | +128.7% | +23.7% | +104.9% | +108.6% |
| YTD | +139.3% | -10.4% | +149.6% | +139.0% |
| All | +85.7% | -19.2% | +105.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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