+261.2%
ARM vs WM
+48.5%
+212.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -4.4% |
| 7D | -18.7% | +5.9% | -24.6% | -16.2% |
| 30D | -36.7% | +15.4% | -52.1% | -31.9% |
| 3M | -31.6% | +6.3% | -38.0% | -28.7% |
| 6M | -5.6% | +5.6% | -11.2% | -0.5% |
| YTD | +75.5% | +9.9% | +65.5% | +84.8% |
| 1Y | +19.3% | +20.8% | -1.5% | +25.8% |
| All | +261.2% | +48.5% | +212.7% | +475.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling