+296.4%
ARM vs DBX
+25.9%
+270.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.4% | +4.8% |
| 7D | +5.5% | -2.4% | +7.9% | +6.3% |
| 30D | -8.2% | -0.5% | -7.7% | -8.2% |
| 3M | -35.9% | +28.1% | -64.0% | -42.5% |
| 6M | +103.1% | +33.1% | +70.0% | +77.0% |
| YTD | +130.6% | +25.3% | +105.3% | +107.0% |
| 1Y | +86.1% | +18.3% | +67.7% | +70.5% |
| All | +296.4% | +25.9% | +270.6% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling