+86.1%
ARM vs PBR
+70.4%
+15.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.5% |
| 7D | +5.5% | +8.6% | -3.1% | +7.2% |
| 30D | -8.2% | +12.8% | -21.0% | -5.9% |
| 3M | -35.9% | +14.7% | -50.6% | -33.8% |
| 6M | +103.1% | +25.2% | +77.9% | +100.6% |
| YTD | +130.6% | +77.1% | +53.5% | +110.6% |
| 1Y | +86.1% | +69.6% | +16.5% | +70.3% |
| All | +86.1% | +70.4% | +15.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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