+214.0%
ARM vs DFNS
-100.0%
+313.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -19.6% | +6.6% | -13.1% |
| 7D | -27.1% | -37.4% | +10.3% | -27.2% |
| 30D | -44.9% | -65.8% | +20.9% | -45.0% |
| 3M | -39.3% | -95.0% | +55.7% | -39.5% |
| 6M | -20.2% | -95.8% | +75.7% | -20.3% |
| YTD | +52.5% | -99.5% | +152.1% | +51.7% |
| 1Y | +4.1% | -99.7% | +103.8% | +3.4% |
| All | +214.0% | -100.0% | +313.9% | +222.3% |
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