+1,014.1%
BE vs ARM
+211.3%
+802.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -10.0% |
| 7D | -14.7% | -15.2% | +0.5% | -8.6% |
| 30D | -40.5% | -40.7% | +0.2% | -26.6% |
| 3M | -24.3% | -39.1% | +14.8% | -7.7% |
| 6M | -39.3% | -26.4% | -12.9% | -30.9% |
| YTD | +99.4% | +59.7% | +39.6% | +73.7% |
| 1Y | +26.6% | +10.3% | +16.2% | +24.6% |
| 3Y | +1,616.9% | +228.9% | +1,388.1% | +1,012.0% |
| All | +1,014.1% | +211.3% | +802.8% | +674.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling