+185.4%
ARM vs DAR
-13.3%
+198.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -10.4% | -3.8% | -6.5% | -9.3% |
| 30D | -31.8% | -14.4% | -17.4% | -28.9% |
| 3M | -32.2% | -17.9% | -14.3% | -28.9% |
| 6M | -14.9% | -18.3% | +3.4% | -10.9% |
| YTD | +66.0% | +43.2% | +22.8% | +45.5% |
| 1Y | +17.2% | +57.7% | -40.5% | -0.7% |
| 3Y | +247.2% | +22.7% | +224.5% | +207.1% |
| All | +185.4% | -13.3% | +198.7% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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