+214.2%
ARM vs DBX
+21.1%
+193.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | +19.8% | -6.3% | +26.1% | +21.9% |
| 30D | -21.8% | -5.9% | -15.9% | -20.6% |
| 3M | -26.5% | -0.4% | -26.2% | -27.5% |
| 6M | -3.9% | +29.8% | -33.7% | -15.5% |
| YTD | +82.8% | +20.5% | +62.2% | +64.1% |
| 1Y | +34.3% | +8.7% | +25.6% | +27.4% |
| 3Y | +282.2% | +25.9% | +256.3% | +173.9% |
| All | +214.2% | +21.1% | +193.1% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling