+296.4%
ARM vs DAR
+9.5%
+286.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.1% |
| 7D | +5.5% | +1.4% | +4.1% | +5.0% |
| 30D | -8.2% | +12.8% | -21.0% | -11.6% |
| 3M | -35.9% | +7.4% | -43.3% | -37.5% |
| 6M | +103.1% | +22.3% | +80.9% | +89.4% |
| YTD | +130.6% | +81.1% | +49.5% | +90.4% |
| 1Y | +86.1% | +106.5% | -20.4% | +45.9% |
| All | +296.4% | +9.5% | +286.9% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling