+86.1%
ARM vs WY
-5.4%
+91.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | -2.6% | +8.1% | +5.3% |
| 30D | -8.2% | -10.9% | +2.7% | -8.7% |
| 3M | -35.9% | -6.0% | -29.9% | -35.7% |
| 6M | +103.1% | -5.6% | +108.8% | +101.1% |
| YTD | +130.6% | -1.1% | +131.8% | +129.4% |
| 1Y | +86.1% | -7.5% | +93.5% | +98.0% |
| All | +86.1% | -5.4% | +91.5% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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