+228.9%
ARM vs DG
+19.3%
+209.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +4.5% |
| 7D | -15.2% | +1.1% | -16.3% | -15.0% |
| 30D | -40.7% | +9.5% | -50.2% | -40.3% |
| 3M | -39.1% | +5.5% | -44.6% | -38.7% |
| 6M | -26.4% | +16.1% | -42.5% | -26.0% |
| YTD | +59.7% | +2.7% | +57.1% | +59.7% |
| 1Y | +10.3% | +42.1% | -31.7% | +13.2% |
| 3Y | +228.9% | +19.3% | +209.6% | +215.3% |
| All | +228.9% | +19.3% | +209.6% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling