+296.4%
ARM vs D
+57.2%
+239.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.8% |
| 7D | +5.5% | +1.5% | +4.0% | +5.8% |
| 30D | -8.2% | -2.6% | -5.6% | -8.7% |
| 3M | -35.9% | 0.0% | -35.9% | -35.9% |
| 6M | +103.1% | +7.4% | +95.8% | +105.6% |
| YTD | +130.6% | +15.9% | +114.8% | +136.7% |
| 1Y | +86.1% | +18.1% | +68.0% | +91.9% |
| All | +296.4% | +57.2% | +239.3% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling