+83.1%
BAC vs ARM
+197.2%
-114.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.1% | +9.5% | -2.6% |
| 7D | -2.7% | -27.1% | +24.4% | -0.5% |
| 30D | -8.0% | -44.9% | +36.9% | -4.0% |
| 3M | -20.9% | -39.3% | +18.4% | -18.4% |
| 6M | -5.4% | -20.2% | +14.8% | -6.2% |
| YTD | -8.1% | +52.5% | -60.6% | -14.8% |
| 1Y | -3.1% | +4.1% | -7.2% | -7.2% |
| 3Y | +88.1% | +211.7% | -123.5% | +52.8% |
| All | +83.1% | +197.2% | -114.1% | +52.7% |
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