+193.0%
ARM vs DFNS
-100.0%
+292.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +6.7% |
| 7D | -5.3% | -42.8% | +37.5% | -5.4% |
| 30D | -30.0% | -67.6% | +37.5% | -30.1% |
| 3M | -34.1% | -94.9% | +60.8% | -34.3% |
| 6M | -12.6% | -96.7% | +84.1% | -12.9% |
| YTD | +70.4% | -99.6% | +170.0% | +69.4% |
| 1Y | +22.3% | -99.7% | +122.0% | +21.5% |
| 3Y | +261.2% | -100.0% | +361.2% | +258.5% |
| All | +193.0% | -100.0% | +292.9% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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