+174.6%
ARM vs WM
+53.6%
+121.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +3.7% |
| 7D | -15.2% | +1.2% | -16.4% | -14.5% |
| 30D | -40.7% | +13.1% | -53.8% | -36.9% |
| 3M | -39.1% | +3.6% | -42.7% | -37.2% |
| 6M | -26.4% | +8.1% | -34.5% | -22.7% |
| YTD | +59.7% | +8.9% | +50.8% | +67.3% |
| 1Y | +10.3% | +20.3% | -10.0% | +15.7% |
| 3Y | +228.9% | +46.2% | +182.7% | +326.4% |
| All | +174.6% | +53.6% | +121.0% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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