+296.4%
ARM vs WM
+41.7%
+254.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.5% |
| 7D | +5.5% | -0.3% | +5.8% | +5.3% |
| 30D | -8.2% | -2.4% | -5.8% | -9.0% |
| 3M | -35.9% | +0.4% | -36.4% | -35.7% |
| 6M | +103.1% | -9.5% | +112.6% | +102.5% |
| YTD | +130.6% | +0.5% | +130.1% | +130.5% |
| 1Y | +86.1% | -1.1% | +87.2% | +87.1% |
| All | +296.4% | +41.7% | +254.7% | +429.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling