+296.4%
ARM vs D
+55.6%
+240.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +3.6% |
| 7D | +5.5% | +0.4% | +5.0% | +5.6% |
| 30D | -8.2% | -3.6% | -4.6% | -8.9% |
| 3M | -35.9% | -1.0% | -34.9% | -36.0% |
| 6M | +103.1% | +6.3% | +96.8% | +105.2% |
| YTD | +130.6% | +14.7% | +115.9% | +136.2% |
| 1Y | +86.1% | +16.9% | +69.1% | +91.5% |
| All | +296.4% | +55.6% | +240.8% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling