+199.6%
ARM vs ITW
+29.4%
+170.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | +9.1% | +2.3% | +6.8% | +7.5% |
| 30D | -19.9% | +6.7% | -26.6% | -23.5% |
| 3M | -31.6% | -0.5% | -31.1% | -31.4% |
| 6M | -13.9% | +16.4% | -30.3% | -24.6% |
| YTD | +74.3% | +19.0% | +55.4% | +48.6% |
| 1Y | +35.8% | +20.2% | +15.6% | +14.1% |
| 3Y | +268.6% | +33.1% | +235.5% | +172.8% |
| All | +199.6% | +29.4% | +170.2% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling