-13.6%
BKNG vs ARM
+18.4%
-32.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.3% | +15.1% | +9.7% |
| 7D | +15.6% | -18.7% | +34.3% | +15.4% |
| 30D | +8.0% | -36.7% | +44.7% | +7.8% |
| 3M | -11.8% | -31.6% | +19.9% | -11.8% |
| 6M | +3.8% | -5.6% | +9.4% | +0.5% |
| YTD | -19.6% | +75.5% | -95.1% | -27.1% |
| 1Y | -13.6% | +19.3% | -32.9% | -18.6% |
| All | -13.6% | +18.4% | -32.0% | -18.6% |
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 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