+201.6%
ARM vs SW
+37.7%
+163.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -7.0% |
| 7D | -18.7% | +12.1% | -30.7% | -22.9% |
| 30D | -36.7% | +6.6% | -43.2% | -38.7% |
| 3M | -31.6% | -6.0% | -25.6% | -30.2% |
| 6M | -5.6% | +21.5% | -27.1% | -14.4% |
| YTD | +75.5% | +20.3% | +55.1% | +56.7% |
| 1Y | +19.3% | +28.1% | -8.8% | +3.1% |
| 3Y | +258.6% | +51.6% | +207.0% | +207.7% |
| All | +201.6% | +37.7% | +163.9% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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