+130.7%
BAC vs ARM
+349.4%
-218.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.3% |
| 7D | +1.1% | +5.5% | -4.4% | +0.7% |
| 30D | -0.4% | -8.2% | +7.8% | +0.1% |
| 3M | +16.9% | -35.9% | +52.8% | +19.9% |
| 6M | +26.6% | +103.1% | -76.5% | +15.8% |
| YTD | +15.8% | +130.6% | -114.8% | +4.6% |
| 1Y | +27.2% | +86.1% | -58.9% | +16.6% |
| All | +130.7% | +349.4% | -218.7% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling