+185.4%
ARM vs EWT
+148.2%
+37.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -0.9% |
| 7D | -10.4% | -3.7% | -6.7% | -5.2% |
| 30D | -31.8% | -17.2% | -14.7% | -6.5% |
| 3M | -32.2% | -7.3% | -24.9% | -22.2% |
| 6M | -14.9% | -1.5% | -13.4% | -9.2% |
| YTD | +66.0% | +49.0% | +17.0% | -10.9% |
| 1Y | +17.2% | +50.6% | -33.4% | -38.4% |
| 3Y | +247.2% | +148.9% | +98.3% | -22.5% |
| All | +185.4% | +148.2% | +37.2% | -35.6% |
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