+30.9%
BKNG vs ARM
+265.0%
-234.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.7% |
| 7D | -0.7% | +9.1% | -9.8% | -1.4% |
| 30D | -0.7% | -19.9% | +19.3% | +0.7% |
| 3M | -25.0% | -31.6% | +6.6% | -23.4% |
| 6M | +3.4% | -13.9% | +17.3% | +1.2% |
| YTD | -25.0% | +74.3% | -99.3% | -33.2% |
| 1Y | -20.7% | +35.8% | -56.5% | -27.3% |
| 3Y | +30.9% | +268.6% | -237.7% | +6.6% |
| All | +30.9% | +265.0% | -234.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling