+293.4%
ARM vs DBX
+25.2%
+268.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.3% | +9.7% | +11.4% |
| 7D | +6.0% | -8.1% | +14.2% | +8.4% |
| 30D | -20.3% | -4.9% | -15.4% | -19.5% |
| 3M | -24.4% | -2.7% | -21.7% | -24.8% |
| 6M | -4.4% | +25.2% | -29.5% | -14.2% |
| YTD | +86.0% | +19.3% | +66.8% | +68.7% |
| 1Y | +35.8% | +6.6% | +29.2% | +30.4% |
| All | +293.4% | +25.2% | +268.2% | +200.3% |
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