+296.4%
ARM vs SW
+39.7%
+256.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +3.4% |
| 7D | +5.5% | -5.1% | +10.5% | +7.9% |
| 30D | -8.2% | -4.6% | -3.6% | -6.5% |
| 3M | -35.9% | +9.4% | -45.3% | -39.1% |
| 6M | +103.1% | +3.5% | +99.6% | +96.9% |
| YTD | +130.6% | +22.0% | +108.6% | +105.7% |
| 1Y | +86.1% | +2.2% | +83.9% | +78.9% |
| All | +296.4% | +39.7% | +256.8% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling