+19.3%
ARM vs W
+21.5%
-2.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.0% | -16.3% | -9.4% |
| 7D | -18.7% | +8.4% | -27.1% | -21.4% |
| 30D | -36.7% | +16.5% | -53.2% | -40.5% |
| 3M | -31.6% | +6.4% | -38.1% | -33.9% |
| 6M | -5.6% | +90.5% | -96.2% | -28.8% |
| YTD | +75.5% | +23.1% | +52.4% | +37.6% |
| 1Y | +19.3% | +24.3% | -4.9% | -6.0% |
| All | +19.3% | +21.5% | -2.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling