+315.5%
ARM vs DGX
+93.9%
+221.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +12.5% | -2.2% | +14.7% | +12.2% |
| 30D | -1.4% | -0.9% | -0.4% | -1.4% |
| 3M | -18.7% | +15.6% | -34.3% | -17.1% |
| 6M | +124.6% | +17.8% | +106.8% | +129.3% |
| YTD | +141.7% | +37.5% | +104.3% | +147.4% |
| 1Y | +87.7% | +31.2% | +56.5% | +91.8% |
| All | +315.5% | +93.9% | +221.6% | +314.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling