+136.5%
WMT vs ARM
+265.0%
-128.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.5% |
| 7D | +2.0% | +9.1% | -7.1% | +2.0% |
| 30D | +10.3% | -19.9% | +30.2% | +10.4% |
| 3M | +11.0% | -31.6% | +42.6% | +11.2% |
| 6M | -2.3% | -13.9% | +11.5% | -3.3% |
| YTD | +15.7% | +74.3% | -58.6% | +11.4% |
| 1Y | +26.0% | +35.8% | -9.8% | +22.3% |
| 3Y | +136.5% | +268.6% | -132.1% | +116.0% |
| All | +136.5% | +265.0% | -128.5% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling