+193.0%
ARM vs DE
+77.7%
+115.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +5.6% |
| 7D | -5.3% | +3.5% | -8.9% | -6.5% |
| 30D | -30.0% | +11.3% | -41.4% | -32.9% |
| 3M | -34.1% | +11.6% | -45.7% | -37.0% |
| 6M | -12.6% | +20.9% | -33.5% | -19.3% |
| YTD | +70.4% | +49.7% | +20.8% | +39.6% |
| 1Y | +22.3% | +49.5% | -27.2% | -0.3% |
| 3Y | +261.2% | +94.7% | +166.5% | +141.2% |
| All | +193.0% | +77.7% | +115.2% | +121.1% |
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