+214.0%
ARM vs D
+82.3%
+131.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.2% | -12.9% | -13.1% |
| 7D | -27.1% | +6.9% | -34.1% | -25.2% |
| 30D | -44.9% | +12.3% | -57.2% | -42.4% |
| 3M | -39.3% | +3.0% | -42.3% | -38.2% |
| 6M | -20.2% | +12.8% | -33.0% | -16.7% |
| YTD | +52.5% | +22.6% | +30.0% | +62.9% |
| 1Y | +4.1% | +21.7% | -17.6% | +11.1% |
| All | +214.0% | +82.3% | +131.7% | +246.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling