+174.6%
ARM vs W
+54.5%
+120.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.2% | +5.3% |
| 7D | -15.2% | -3.6% | -11.6% | -14.2% |
| 30D | -40.7% | +7.0% | -47.6% | -42.3% |
| 3M | -39.1% | +7.4% | -46.5% | -41.2% |
| 6M | -26.4% | +69.3% | -95.7% | -41.0% |
| YTD | +59.7% | +11.3% | +48.5% | +45.5% |
| 1Y | +10.3% | +13.2% | -2.9% | -1.4% |
| 3Y | +228.9% | +142.0% | +86.8% | +84.9% |
| All | +174.6% | +54.5% | +120.1% | +75.8% |
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