+135.2%
WMT vs ARM
+223.5%
-88.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +0.6% | -10.4% | +10.9% | +0.6% |
| 30D | +12.8% | -31.8% | +44.6% | +13.1% |
| 3M | +11.7% | -32.2% | +44.0% | +12.0% |
| 6M | -3.5% | -14.9% | +11.4% | -4.6% |
| YTD | +13.4% | +66.0% | -52.6% | +8.9% |
| 1Y | +23.6% | +17.2% | +6.4% | +20.3% |
| 3Y | +133.9% | +247.2% | -113.3% | +110.4% |
| All | +135.2% | +223.5% | -88.3% | +113.7% |
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