+87.7%
BAC vs ARM
+239.6%
-151.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.4% |
| 7D | +3.2% | +9.1% | -5.9% | +2.5% |
| 30D | -0.7% | -19.9% | +19.2% | +0.7% |
| 3M | -20.0% | -31.6% | +11.6% | -18.2% |
| 6M | +3.4% | -13.9% | +17.3% | +2.0% |
| YTD | -5.7% | +74.3% | -80.1% | -13.5% |
| 1Y | -1.4% | +35.8% | -37.2% | -7.7% |
| 3Y | +97.9% | +268.6% | -170.7% | +58.0% |
| All | +87.7% | +239.6% | -151.9% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling