+214.0%
ARM vs WELL
+195.5%
+18.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.0% | -12.0% | -13.1% |
| 7D | -27.1% | +5.3% | -32.4% | -26.8% |
| 30D | -44.9% | +8.7% | -53.6% | -44.6% |
| 3M | -39.3% | +3.8% | -43.1% | -39.0% |
| 6M | -20.2% | +15.4% | -35.5% | -19.7% |
| YTD | +52.5% | +33.7% | +18.9% | +46.7% |
| 1Y | +4.1% | +33.6% | -29.6% | -0.1% |
| All | +214.0% | +195.5% | +18.5% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling