+193.0%
ARM vs DBX
+17.7%
+175.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.0% | +12.7% | +8.4% |
| 7D | -5.3% | -8.6% | +3.3% | -3.1% |
| 30D | -30.0% | -5.2% | -24.9% | -29.3% |
| 3M | -34.1% | -6.4% | -27.7% | -33.7% |
| 6M | -12.6% | +12.7% | -25.4% | -19.0% |
| YTD | +70.4% | +17.2% | +53.2% | +54.2% |
| 1Y | +22.3% | +5.5% | +16.7% | +16.8% |
| 3Y | +261.2% | +24.1% | +237.1% | +156.1% |
| All | +193.0% | +17.7% | +175.2% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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