+162.2%
ARM vs D
+66.2%
+95.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.2% | -12.9% | -13.1% |
| 7D | -27.1% | +6.9% | -34.1% | -25.6% |
| 30D | -44.9% | +12.3% | -57.2% | -43.0% |
| 3M | -39.3% | +3.0% | -42.3% | -38.4% |
| 6M | -20.2% | +12.8% | -33.0% | -17.6% |
| YTD | +52.5% | +22.6% | +30.0% | +59.8% |
| 1Y | +4.1% | +21.7% | -17.6% | +9.1% |
| 3Y | +211.7% | +83.9% | +127.8% | +218.5% |
| All | +162.2% | +66.2% | +95.9% | +170.7% |
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