+4.3%
WMT vs ARM
+89.9%
-85.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.1% |
| 7D | -0.2% | +12.5% | -12.8% | +0.4% |
| 30D | -5.8% | -1.4% | -4.5% | -5.8% |
| 3M | -10.8% | -18.7% | +7.9% | -11.3% |
| 6M | -14.3% | +124.6% | -139.0% | -11.6% |
| YTD | -4.4% | +141.7% | -146.1% | -1.0% |
| 1Y | +4.3% | +87.7% | -83.3% | +6.0% |
| All | +4.3% | +89.9% | -85.6% | +6.0% |
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