+19.3%
ARM vs DGX
+45.0%
-25.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -3.7% |
| 7D | -18.7% | +4.1% | -22.8% | -17.1% |
| 30D | -36.7% | +10.5% | -47.2% | -33.6% |
| 3M | -31.6% | +9.8% | -41.4% | -28.4% |
| 6M | -5.6% | +34.6% | -40.2% | +7.7% |
| YTD | +75.5% | +49.8% | +25.6% | +108.4% |
| 1Y | +19.3% | +46.0% | -26.7% | +41.1% |
| All | +19.3% | +45.0% | -25.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling