+86.5%
BAC vs ARM
+262.5%
-176.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.1% | -12.1% | -0.9% |
| 7D | -1.9% | +6.0% | -7.9% | -2.4% |
| 30D | -7.2% | -20.3% | +13.2% | -5.8% |
| 3M | -20.4% | -24.4% | +4.0% | -19.2% |
| 6M | +1.3% | -4.4% | +5.6% | -1.0% |
| YTD | -6.4% | +86.0% | -92.4% | -14.6% |
| 1Y | -3.5% | +35.8% | -39.3% | -9.5% |
| 3Y | +96.7% | +289.1% | -192.4% | +56.6% |
| All | +86.5% | +262.5% | -176.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling