+219.8%
ARM vs DGX
+113.9%
+105.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +12.0% | +12.1% |
| 7D | +6.0% | +1.2% | +4.8% | +6.2% |
| 30D | -20.3% | +11.2% | -31.5% | -19.0% |
| 3M | -24.4% | +9.3% | -33.7% | -23.3% |
| 6M | -4.4% | +37.4% | -41.7% | -0.7% |
| YTD | +86.0% | +51.6% | +34.5% | +93.4% |
| 1Y | +35.8% | +39.3% | -3.5% | +41.3% |
| 3Y | +289.1% | +106.1% | +182.9% | +287.5% |
| All | +219.8% | +113.9% | +105.9% | +224.1% |
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 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