+296.4%
ARM vs WY
-21.7%
+318.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | +5.5% | -1.7% | +7.2% | +6.0% |
| 30D | -8.2% | -10.1% | +1.9% | -5.0% |
| 3M | -35.9% | -5.1% | -30.8% | -35.2% |
| 6M | +103.1% | -4.8% | +107.9% | +104.5% |
| YTD | +130.6% | -0.2% | +130.9% | +126.1% |
| 1Y | +86.1% | -6.6% | +92.7% | +88.4% |
| All | +296.4% | -21.7% | +318.2% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling