+26.6%
BE vs ARM
+4.6%
+22.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +0.5% |
| 7D | -14.7% | -15.2% | +0.5% | -5.1% |
| 30D | -40.5% | -40.7% | +0.2% | -18.5% |
| 3M | -24.3% | -39.1% | +14.8% | +1.3% |
| 6M | -39.3% | -26.4% | -12.9% | -28.4% |
| YTD | +99.4% | +59.7% | +39.6% | +25.3% |
| 1Y | +26.6% | +10.3% | +16.2% | +82.7% |
| All | +26.6% | +4.6% | +22.0% | +82.7% |
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 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