+1,616.9%
BE vs ARM
+223.5%
+1,393.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -10.0% |
| 7D | -14.7% | -15.2% | +0.5% | -8.7% |
| 30D | -40.5% | -40.7% | +0.2% | -26.8% |
| 3M | -24.3% | -39.1% | +14.8% | -8.0% |
| 6M | -39.3% | -26.4% | -12.9% | -30.9% |
| YTD | +99.4% | +59.7% | +39.6% | +75.4% |
| 1Y | +26.6% | +10.3% | +16.2% | +25.1% |
| 3Y | +1,616.9% | +228.9% | +1,388.1% | +1,249.0% |
| All | +1,616.9% | +223.5% | +1,393.5% | +1,249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling