+162.2%
ARM vs W
+56.8%
+105.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -8.2% | -4.8% | -10.0% |
| 7D | -27.1% | -5.6% | -21.5% | -25.6% |
| 30D | -44.9% | +7.5% | -52.4% | -46.5% |
| 3M | -39.3% | +5.4% | -44.7% | -41.0% |
| 6M | -20.2% | +79.4% | -99.6% | -37.2% |
| YTD | +52.5% | +12.9% | +39.6% | +38.2% |
| 1Y | +4.1% | +12.4% | -8.3% | -6.7% |
| 3Y | +211.7% | +128.5% | +83.2% | +78.4% |
| All | +162.2% | +56.8% | +105.4% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling