+199.6%
ARM vs DGX
+114.6%
+85.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +1.6% | +7.6% | +9.3% |
| 30D | -19.9% | +11.2% | -31.2% | -18.7% |
| 3M | -31.6% | +10.4% | -42.0% | -30.5% |
| 6M | -13.9% | +37.1% | -51.0% | -10.5% |
| YTD | +74.3% | +52.1% | +22.2% | +81.3% |
| 1Y | +35.8% | +40.7% | -4.9% | +41.3% |
| 3Y | +268.6% | +107.6% | +161.0% | +266.5% |
| All | +199.6% | +114.6% | +85.0% | +203.8% |
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