+162.2%
ARM vs WM
+56.8%
+105.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.2% | -14.2% | -12.5% |
| 7D | -27.1% | +4.5% | -31.6% | -25.4% |
| 30D | -44.9% | +16.1% | -61.0% | -40.7% |
| 3M | -39.3% | +8.0% | -47.3% | -36.3% |
| 6M | -20.2% | +8.4% | -28.6% | -15.4% |
| YTD | +52.5% | +11.2% | +41.3% | +61.3% |
| 1Y | +4.1% | +22.3% | -18.2% | +10.2% |
| 3Y | +211.7% | +50.2% | +161.4% | +308.2% |
| All | +162.2% | +56.8% | +105.3% | +270.4% |
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