+54.3%
BKNG vs ARM
+349.4%
-295.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -1.3% |
| 7D | -6.0% | +5.5% | -11.5% | -6.5% |
| 30D | -6.6% | -8.2% | +1.6% | -6.0% |
| 3M | +15.7% | -35.9% | +51.6% | +19.8% |
| 6M | +14.1% | +103.1% | -89.0% | +1.6% |
| YTD | -9.3% | +130.6% | -140.0% | -20.7% |
| 1Y | -12.8% | +86.1% | -98.8% | -22.1% |
| All | +54.3% | +349.4% | -295.0% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling