+1,526.2%
BE vs ARM
+349.4%
+1,176.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.9% | +3.4% | +5.9% |
| 7D | +20.0% | +5.5% | +14.5% | +17.7% |
| 30D | +7.9% | -8.2% | +16.1% | +11.4% |
| 3M | -13.2% | -35.9% | +22.7% | +1.6% |
| 6M | +53.5% | +103.1% | -49.7% | +20.2% |
| YTD | +191.0% | +130.6% | +60.4% | +118.3% |
| 1Y | +360.5% | +86.1% | +274.4% | +275.3% |
| All | +1,526.2% | +349.4% | +1,176.8% | +873.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling