+228.9%
ARM vs PBR
+64.0%
+164.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.2% | +4.9% |
| 7D | -15.2% | -16.0% | +0.7% | -13.4% |
| 30D | -40.7% | -22.8% | -17.9% | -39.3% |
| 3M | -39.1% | +3.0% | -42.1% | -41.0% |
| 6M | -26.4% | -8.1% | -18.3% | -27.0% |
| YTD | +59.7% | +63.1% | -3.4% | +25.9% |
| 1Y | +10.3% | +59.3% | -48.9% | -12.7% |
| 3Y | +228.9% | +66.1% | +162.7% | +144.6% |
| All | +228.9% | +64.0% | +164.8% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling