+199.6%
ARM vs WY
-29.2%
+228.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.0% |
| 7D | +9.1% | -0.8% | +9.9% | +9.3% |
| 30D | -19.9% | +10.1% | -30.1% | -22.6% |
| 3M | -31.6% | -15.4% | -16.2% | -28.0% |
| 6M | -13.9% | -8.3% | -5.6% | -12.9% |
| YTD | +74.3% | -9.8% | +84.1% | +76.1% |
| 1Y | +35.8% | -3.9% | +39.7% | +32.7% |
| 3Y | +268.6% | -23.3% | +291.9% | +284.2% |
| All | +199.6% | -29.2% | +228.9% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling