+311.3%
ARM vs WY
-22.9%
+334.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.2% | +4.2% |
| 7D | +11.4% | -2.1% | +13.4% | +12.1% |
| 30D | -7.4% | -10.5% | +3.0% | -4.1% |
| 3M | -24.5% | -4.9% | -19.6% | -23.8% |
| 6M | +128.7% | -4.9% | +133.6% | +130.1% |
| YTD | +139.3% | -1.7% | +140.9% | +135.6% |
| 1Y | +88.0% | -9.4% | +97.3% | +92.8% |
| All | +311.3% | -22.9% | +334.1% | +345.4% |
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 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