+135.4%
WMT vs ARM
+232.1%
-96.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | +0.1% |
| 7D | -1.6% | -5.3% | +3.7% | -1.6% |
| 30D | +12.9% | -30.0% | +42.9% | +13.2% |
| 3M | +12.6% | -34.1% | +46.7% | +13.0% |
| 6M | -3.4% | -12.6% | +9.2% | -4.5% |
| YTD | +13.5% | +70.4% | -56.9% | +9.0% |
| 1Y | +23.5% | +22.3% | +1.3% | +20.2% |
| 3Y | +137.3% | +261.2% | -123.8% | +113.2% |
| All | +135.4% | +232.1% | -96.7% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling