+296.4%
ARM vs DG
+18.7%
+277.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.9% |
| 7D | +5.5% | +8.4% | -2.9% | +5.6% |
| 30D | -8.2% | +4.9% | -13.1% | -8.1% |
| 3M | -35.9% | +29.3% | -65.3% | -35.7% |
| 6M | +103.1% | -11.3% | +114.4% | +100.4% |
| YTD | +130.6% | +1.8% | +128.9% | +129.5% |
| 1Y | +86.1% | +25.3% | +60.7% | +87.8% |
| All | +296.4% | +18.7% | +277.8% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling