+228.9%
ARM vs DBX
+33.4%
+195.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.6% |
| 7D | -15.2% | -4.4% | -10.8% | -14.2% |
| 30D | -40.7% | +4.8% | -45.5% | -41.6% |
| 3M | -39.1% | +0.3% | -39.4% | -39.8% |
| 6M | -26.4% | +40.4% | -66.8% | -37.1% |
| YTD | +59.7% | +24.7% | +35.1% | +43.4% |
| 1Y | +10.3% | +20.9% | -10.5% | -0.2% |
| 3Y | +228.9% | +34.5% | +194.4% | +136.8% |
| All | +228.9% | +33.4% | +195.4% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling