+174.6%
ARM vs WY
-28.7%
+203.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.4% |
| 7D | -15.2% | +3.1% | -18.3% | -16.1% |
| 30D | -40.7% | +13.0% | -53.7% | -43.1% |
| 3M | -39.1% | -16.8% | -22.3% | -35.5% |
| 6M | -26.4% | -11.2% | -15.2% | -24.5% |
| YTD | +59.7% | -9.1% | +68.8% | +61.1% |
| 1Y | +10.3% | -4.8% | +15.1% | +8.5% |
| 3Y | +228.9% | -25.3% | +254.1% | +252.8% |
| All | +174.6% | -28.7% | +203.3% | +204.5% |
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