+1,886.1%
BE vs ARM
+255.3%
+1,630.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -4.3% |
| 7D | -12.1% | -18.7% | +6.6% | -4.7% |
| 30D | -30.1% | -36.7% | +6.6% | -16.5% |
| 3M | -12.1% | -31.6% | +19.5% | +1.7% |
| 6M | -30.6% | -5.6% | -24.9% | -27.9% |
| YTD | +130.6% | +75.5% | +55.2% | +95.0% |
| 1Y | +55.3% | +19.3% | +36.0% | +48.1% |
| All | +1,886.1% | +255.3% | +1,630.8% | +1,399.6% |
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