+59.4%
BE vs ARM
+32.2%
+27.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.5% |
| 7D | +20.5% | +19.8% | +0.7% | +8.3% |
| 30D | -23.4% | -21.8% | -1.6% | -10.5% |
| 3M | -14.9% | -26.5% | +11.7% | +2.1% |
| 6M | -28.1% | -3.9% | -24.1% | -26.4% |
| YTD | +132.4% | +82.8% | +49.6% | +37.9% |
| 1Y | +59.4% | +34.3% | +25.0% | +85.9% |
| All | +59.4% | +32.2% | +27.1% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling