+88.0%
ARM vs WY
-9.6%
+97.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.2% | +3.7% |
| 7D | +11.4% | -2.1% | +13.4% | +11.3% |
| 30D | -7.4% | -10.5% | +3.0% | -8.0% |
| 3M | -24.5% | -4.9% | -19.6% | -24.3% |
| 6M | +128.7% | -4.9% | +133.6% | +126.6% |
| YTD | +139.3% | -1.7% | +140.9% | +138.0% |
| 1Y | +88.0% | -9.4% | +97.3% | +101.4% |
| All | +88.0% | -9.6% | +97.6% | +101.4% |
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