-26.4%
ARM vs DG
+15.9%
-42.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +4.0% |
| 7D | -15.2% | +1.1% | -16.3% | -14.6% |
| 30D | -40.7% | +9.5% | -50.2% | -39.5% |
| 3M | -39.1% | +5.5% | -44.6% | -37.9% |
| 6M | -26.4% | +16.1% | -42.5% | -24.8% |
| All | -26.4% | +15.9% | -42.3% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling