+185.4%
ARM vs WELL
+214.1%
-28.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -10.4% | +2.7% | -13.1% | -10.3% |
| 30D | -31.8% | +9.8% | -41.7% | -31.8% |
| 3M | -32.2% | +5.8% | -38.0% | -32.2% |
| 6M | -14.9% | +16.2% | -31.1% | -15.4% |
| YTD | +66.0% | +34.9% | +31.2% | +56.7% |
| 1Y | +17.2% | +31.0% | -13.8% | +11.6% |
| 3Y | +247.2% | +205.4% | +41.8% | +118.7% |
| All | +185.4% | +214.1% | -28.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling