+10.3%
ARM vs WM
+20.0%
-9.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +2.0% |
| 7D | -15.2% | +1.2% | -16.4% | -13.4% |
| 30D | -40.7% | +13.1% | -53.8% | -29.3% |
| 3M | -39.1% | +3.6% | -42.7% | -34.4% |
| 6M | -26.4% | +8.1% | -34.5% | -14.6% |
| YTD | +59.7% | +8.9% | +50.8% | +85.4% |
| 1Y | +10.3% | +20.3% | -10.0% | +41.6% |
| All | +10.3% | +20.0% | -9.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling