+39.2%
BKNG vs ARM
+353.1%
-313.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.9% |
| 7D | -10.7% | +4.8% | -15.4% | -11.1% |
| 30D | -18.1% | -5.5% | -12.6% | -17.8% |
| 3M | +8.5% | -17.3% | +25.8% | +9.4% |
| 6M | -0.1% | +110.9% | -110.9% | -11.5% |
| YTD | -18.2% | +132.5% | -150.8% | -28.6% |
| 1Y | -19.9% | +64.9% | -84.8% | -27.3% |
| All | +39.2% | +353.1% | -313.9% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling