+162.2%
ARM vs DG
+23.6%
+138.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.6% | -10.5% | -13.2% |
| 7D | -27.1% | +6.1% | -33.2% | -26.8% |
| 30D | -44.9% | +11.9% | -56.8% | -44.5% |
| 3M | -39.3% | +9.3% | -48.5% | -38.8% |
| 6M | -20.2% | +19.1% | -39.3% | -19.7% |
| YTD | +52.5% | +5.9% | +46.6% | +52.7% |
| 1Y | +4.1% | +39.8% | -35.7% | +6.2% |
| 3Y | +211.7% | +23.4% | +188.3% | +213.9% |
| All | +162.2% | +23.6% | +138.6% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling