+193.0%
ARM vs EWT
+150.8%
+42.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.2% | -0.5% | -5.1% |
| 7D | -5.3% | -5.0% | -0.4% | +2.3% |
| 30D | -30.0% | -16.3% | -13.7% | -5.7% |
| 3M | -34.1% | -7.2% | -26.9% | -24.4% |
| 6M | -12.6% | -0.5% | -12.2% | -8.4% |
| YTD | +70.4% | +50.6% | +19.9% | -10.0% |
| 1Y | +22.3% | +54.8% | -32.6% | -38.7% |
| 3Y | +261.2% | +155.5% | +105.7% | -22.6% |
| All | +193.0% | +150.8% | +42.2% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling