+199.6%
ARM vs D
+61.5%
+138.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.6% |
| 7D | +9.1% | -1.4% | +10.5% | +8.7% |
| 30D | -19.9% | +7.7% | -27.7% | -18.1% |
| 3M | -31.6% | -0.3% | -31.3% | -31.2% |
| 6M | -13.9% | +10.1% | -23.9% | -11.8% |
| YTD | +74.3% | +19.1% | +55.2% | +81.2% |
| 1Y | +35.8% | +15.9% | +19.9% | +40.7% |
| 3Y | +268.6% | +75.0% | +193.6% | +276.3% |
| All | +199.6% | +61.5% | +138.1% | +207.0% |
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 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