+44.0%
BKNG vs ARM
+366.2%
-322.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.5% | -7.1% |
| 7D | -7.9% | +11.4% | -19.2% | -8.8% |
| 30D | -15.9% | -7.4% | -8.5% | -15.4% |
| 3M | +11.1% | -24.5% | +35.6% | +13.1% |
| 6M | -0.7% | +128.7% | -129.3% | -12.8% |
| YTD | -15.4% | +139.3% | -154.7% | -26.3% |
| 1Y | -18.5% | +88.0% | -106.5% | -27.2% |
| All | +44.0% | +366.2% | -322.2% | +9.8% |
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