+296.4%
ARM vs EWT
+194.1%
+102.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +0.8% |
| 7D | +5.5% | +4.0% | +1.5% | -1.2% |
| 30D | -8.2% | +10.3% | -18.5% | -22.1% |
| 3M | -35.9% | +6.1% | -42.0% | -40.8% |
| 6M | +103.1% | +56.6% | +46.5% | +0.8% |
| YTD | +130.6% | +76.6% | +54.0% | -7.8% |
| 1Y | +86.1% | +97.9% | -11.8% | -38.7% |
| All | +296.4% | +194.1% | +102.3% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling