+228.9%
ARM vs DFNS
-100.0%
+328.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -12.2% | +17.0% | +4.7% |
| 7D | -15.2% | -44.0% | +28.8% | -15.3% |
| 30D | -40.7% | -69.1% | +28.4% | -40.8% |
| 3M | -39.1% | -95.6% | +56.5% | -39.4% |
| 6M | -26.4% | -96.2% | +69.8% | -26.6% |
| YTD | +59.7% | -99.6% | +159.3% | +58.8% |
| 1Y | +10.3% | -99.7% | +110.1% | +9.6% |
| 3Y | +228.9% | -100.0% | +328.8% | +237.5% |
| All | +228.9% | -100.0% | +328.8% | +237.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling