+228.9%
ARM vs ITW
+29.5%
+199.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.7% |
| 7D | -15.2% | +0.9% | -16.1% | -15.8% |
| 30D | -40.7% | +7.6% | -48.3% | -43.7% |
| 3M | -39.1% | -4.0% | -35.0% | -37.4% |
| 6M | -26.4% | +9.2% | -35.6% | -32.2% |
| YTD | +59.7% | +16.2% | +43.5% | +38.5% |
| 1Y | +10.3% | +17.9% | -7.6% | -6.1% |
| 3Y | +228.9% | +30.6% | +198.3% | +172.4% |
| All | +228.9% | +29.5% | +199.3% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling