+7.0%
WMT vs ARM
+92.2%
-85.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.0% |
| 7D | +3.9% | +5.5% | -1.5% | +4.2% |
| 30D | -4.4% | -8.2% | +3.8% | -4.8% |
| 3M | -8.8% | -35.9% | +27.1% | -10.4% |
| 6M | -15.6% | +103.1% | -118.8% | -13.4% |
| YTD | -3.2% | +130.6% | -133.8% | 0.0% |
| 1Y | +7.0% | +86.1% | -79.0% | +9.1% |
| All | +7.0% | +92.2% | -85.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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