+81.9%
BAC vs ARM
+211.3%
-129.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.0% |
| 7D | -1.2% | -15.2% | +14.0% | 0.0% |
| 30D | -7.7% | -40.7% | +33.0% | -4.2% |
| 3M | -21.2% | -39.1% | +17.9% | -18.6% |
| 6M | -6.8% | -26.4% | +19.6% | -6.9% |
| YTD | -8.7% | +59.7% | -68.5% | -15.6% |
| 1Y | -5.3% | +10.3% | -15.6% | -9.7% |
| 3Y | +87.4% | +228.9% | -141.4% | +51.5% |
| All | +81.9% | +211.3% | -129.4% | +51.1% |
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