+86.1%
ARM vs ITW
+5.8%
+80.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +5.5% | -3.6% | +9.0% | +6.4% |
| 30D | -8.2% | -9.1% | +1.0% | -6.1% |
| 3M | -35.9% | +8.2% | -44.1% | -38.3% |
| 6M | +103.1% | -4.8% | +107.9% | +96.6% |
| YTD | +130.6% | +11.0% | +119.6% | +130.0% |
| 1Y | +86.1% | +4.2% | +81.8% | +86.3% |
| All | +86.1% | +5.8% | +80.3% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling