+86.1%
ARM vs W
+25.7%
+60.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +3.1% |
| 7D | +5.5% | -4.2% | +9.6% | +6.9% |
| 30D | -8.2% | -7.6% | -0.6% | -6.0% |
| 3M | -35.9% | +37.2% | -73.1% | -42.6% |
| 6M | +103.1% | +26.3% | +76.8% | +80.3% |
| YTD | +130.6% | -1.0% | +131.6% | +106.0% |
| 1Y | +86.1% | +20.1% | +66.0% | +63.0% |
| All | +86.1% | +25.7% | +60.4% | +63.0% |
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