+1,198.6%
BE vs ARM
+256.1%
+942.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.9% |
| 7D | +20.5% | +19.8% | +0.7% | +12.5% |
| 30D | -23.4% | -21.8% | -1.6% | -14.6% |
| 3M | -14.9% | -26.5% | +11.7% | -3.1% |
| 6M | -28.1% | -3.9% | -24.1% | -25.3% |
| YTD | +132.4% | +82.8% | +49.6% | +92.8% |
| 1Y | +59.4% | +34.3% | +25.0% | +46.6% |
| 3Y | +1,815.8% | +282.2% | +1,533.6% | +1,082.3% |
| All | +1,198.6% | +256.1% | +942.5% | +759.8% |
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