+23.0%
WMT vs ARM
+32.2%
-9.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.3% |
| 7D | -1.2% | +19.8% | -21.0% | -0.1% |
| 30D | +12.4% | -21.8% | +34.2% | +11.1% |
| 3M | +9.0% | -26.5% | +35.6% | +7.9% |
| 6M | -3.0% | -3.9% | +1.0% | -3.2% |
| YTD | +14.0% | +82.8% | -68.8% | +13.2% |
| 1Y | +23.0% | +34.3% | -11.3% | +19.2% |
| All | +23.0% | +32.2% | -9.2% | +19.2% |
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