+185.4%
ARM vs DG
+22.9%
+162.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.6% |
| 7D | -10.4% | +5.2% | -15.6% | -10.0% |
| 30D | -31.8% | +7.9% | -39.8% | -31.4% |
| 3M | -32.2% | +12.7% | -45.0% | -31.7% |
| 6M | -14.9% | +22.4% | -37.3% | -14.4% |
| YTD | +66.0% | +5.4% | +60.6% | +66.2% |
| 1Y | +17.2% | +39.4% | -22.2% | +19.5% |
| 3Y | +247.2% | +24.1% | +223.1% | +248.6% |
| All | +185.4% | +22.9% | +162.5% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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