+23.7%
WMT vs ARM
+17.6%
+6.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | +0.5% |
| 7D | -1.6% | -5.3% | +3.7% | -1.8% |
| 30D | +12.9% | -30.0% | +42.9% | +10.9% |
| 3M | +12.6% | -34.1% | +46.7% | +10.7% |
| 6M | -3.4% | -12.6% | +9.2% | -4.1% |
| YTD | +13.5% | +70.4% | -56.9% | +12.5% |
| All | +23.7% | +17.6% | +6.2% | +19.4% |
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