+199.6%
ARM vs DG
+20.1%
+179.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.7% |
| 7D | +9.1% | +0.3% | +8.8% | +9.1% |
| 30D | -19.9% | +3.2% | -23.2% | -19.7% |
| 3M | -31.6% | +10.4% | -42.0% | -31.2% |
| 6M | -13.9% | +33.2% | -47.0% | -13.2% |
| YTD | +74.3% | +3.0% | +71.3% | +74.2% |
| 1Y | +35.8% | +31.2% | +4.6% | +37.9% |
| 3Y | +268.6% | +21.8% | +246.8% | +269.1% |
| All | +199.6% | +20.1% | +179.5% | +214.1% |
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