+174.6%
ARM vs D
+63.8%
+110.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.3% |
| 7D | -15.2% | +3.0% | -18.2% | -14.4% |
| 30D | -40.7% | +11.5% | -52.2% | -38.8% |
| 3M | -39.1% | +3.7% | -42.8% | -38.1% |
| 6M | -26.4% | +13.5% | -40.0% | -24.1% |
| YTD | +59.7% | +20.7% | +39.0% | +66.7% |
| 1Y | +10.3% | +18.2% | -7.9% | +14.9% |
| 3Y | +228.9% | +73.3% | +155.5% | +240.5% |
| All | +174.6% | +63.8% | +110.8% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling