+17.2%
ARM vs WY
-6.9%
+24.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -3.1% |
| 7D | -10.4% | +0.2% | -10.6% | -10.2% |
| 30D | -31.8% | +8.0% | -39.9% | -30.8% |
| 3M | -32.2% | -17.7% | -14.6% | -32.5% |
| 6M | -14.9% | -10.8% | -4.1% | -15.3% |
| YTD | +66.0% | -10.6% | +76.6% | +65.8% |
| 1Y | +17.2% | -5.7% | +22.9% | +19.3% |
| All | +17.2% | -6.9% | +24.1% | +19.3% |
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