+214.2%
ARM vs DE
+74.5%
+139.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | +19.8% | +2.3% | +17.5% | +18.9% |
| 30D | -21.8% | +4.4% | -26.2% | -23.1% |
| 3M | -26.5% | +9.8% | -36.3% | -29.3% |
| 6M | -3.9% | +15.8% | -19.7% | -9.6% |
| YTD | +82.8% | +47.0% | +35.8% | +50.8% |
| 1Y | +34.3% | +42.8% | -8.5% | +12.1% |
| 3Y | +282.2% | +88.9% | +193.3% | +159.8% |
| All | +214.2% | +74.5% | +139.7% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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