+38.5%
BKNG vs ARM
+371.0%
-332.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -3.9% |
| 7D | -13.1% | +12.5% | -25.6% | -14.1% |
| 30D | -18.5% | -1.4% | -17.2% | -18.5% |
| 3M | +5.8% | -18.7% | +24.4% | +6.9% |
| 6M | -2.1% | +124.6% | -126.7% | -13.8% |
| YTD | -18.6% | +141.7% | -160.4% | -29.2% |
| 1Y | -21.7% | +87.7% | -109.3% | -30.0% |
| All | +38.5% | +371.0% | -332.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling