-31.6%
ARM vs W
+12.4%
-44.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.0% | -16.3% | -6.8% |
| 7D | -18.7% | +8.4% | -27.1% | -19.2% |
| 30D | -36.7% | +16.5% | -53.2% | -38.0% |
| 3M | -31.6% | +6.4% | -38.1% | -33.2% |
| All | -31.6% | +12.4% | -44.0% | -33.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling