+86.1%
ARM vs EWT
+99.0%
-12.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +1.0% |
| 7D | +5.5% | +4.0% | +1.5% | -0.9% |
| 30D | -8.2% | +10.3% | -18.5% | -21.4% |
| 3M | -35.9% | +6.1% | -42.0% | -40.5% |
| 6M | +103.1% | +56.6% | +46.5% | +11.3% |
| YTD | +130.6% | +76.6% | +54.0% | +3.3% |
| 1Y | +86.1% | +97.9% | -11.8% | -31.4% |
| All | +86.1% | +99.0% | -12.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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