+174.6%
ARM vs EWT
+134.0%
+40.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.8% | -1.7% |
| 7D | -15.2% | -11.7% | -3.5% | +3.8% |
| 30D | -40.7% | -23.2% | -17.5% | -7.5% |
| 3M | -39.1% | -12.5% | -26.6% | -23.0% |
| 6M | -26.4% | -5.9% | -20.5% | -15.1% |
| YTD | +59.7% | +40.5% | +19.3% | -5.2% |
| 1Y | +10.3% | +43.7% | -33.4% | -37.3% |
| 3Y | +228.9% | +136.6% | +92.2% | -19.9% |
| All | +174.6% | +134.0% | +40.6% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling