+293.4%
ARM vs EWT
+164.9%
+128.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +5.8% | +6.2% | +2.5% |
| 7D | +6.0% | +3.2% | +2.8% | +0.4% |
| 30D | -20.3% | -12.3% | -8.0% | -0.1% |
| 3M | -24.4% | -3.6% | -20.8% | -18.2% |
| 6M | -4.4% | +3.1% | -7.5% | -5.0% |
| YTD | +86.0% | +57.7% | +28.3% | -8.8% |
| 1Y | +35.8% | +60.3% | -24.4% | -35.5% |
| All | +293.4% | +164.9% | +128.5% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling