+86.1%
ARM vs WM
-0.9%
+87.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +2.6% |
| 7D | +5.5% | -0.3% | +5.8% | +5.1% |
| 30D | -8.2% | -2.4% | -5.8% | -10.5% |
| 3M | -35.9% | +0.4% | -36.4% | -34.6% |
| 6M | +103.1% | -9.5% | +112.6% | +97.9% |
| YTD | +130.6% | +0.5% | +130.1% | +136.6% |
| 1Y | +86.1% | -1.1% | +87.2% | +91.7% |
| All | +86.1% | -0.9% | +87.0% | +91.7% |
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