-20.7%
BKNG vs ARM
+29.6%
-50.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.1% |
| 7D | -0.7% | +9.1% | -9.8% | -0.6% |
| 30D | -0.7% | -19.9% | +19.3% | -0.8% |
| 3M | -25.0% | -31.6% | +6.6% | -25.0% |
| 6M | +3.4% | -13.9% | +17.3% | +0.9% |
| YTD | -25.0% | +74.3% | -99.3% | -32.4% |
| 1Y | -20.7% | +35.8% | -56.5% | -27.2% |
| All | -20.7% | +29.6% | -50.3% | -27.2% |
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