+315.5%
ARM vs ITW
+18.1%
+297.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +2.3% |
| 7D | +12.5% | -1.9% | +14.4% | +14.0% |
| 30D | -1.4% | -10.4% | +9.0% | +6.8% |
| 3M | -18.7% | +3.5% | -22.2% | -22.0% |
| 6M | +124.6% | -3.4% | +128.0% | +126.8% |
| YTD | +141.7% | +8.5% | +133.2% | +120.5% |
| 1Y | +87.7% | +3.2% | +84.4% | +77.8% |
| All | +315.5% | +18.1% | +297.5% | +242.2% |
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