+228.9%
ARM vs DE
+82.4%
+146.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.5% | +4.3% |
| 7D | -15.2% | -0.6% | -14.7% | -15.0% |
| 30D | -40.7% | +2.3% | -42.9% | -41.2% |
| 3M | -39.1% | +9.5% | -48.6% | -41.2% |
| 6M | -26.4% | +14.1% | -40.5% | -30.1% |
| YTD | +59.7% | +45.4% | +14.3% | +34.1% |
| 1Y | +10.3% | +42.9% | -32.6% | -6.9% |
| 3Y | +228.9% | +84.8% | +144.0% | +137.4% |
| All | +228.9% | +82.4% | +146.4% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling