+35.8%
ARM vs DGX
+42.2%
-6.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +1.6% | +7.6% | +9.8% |
| 30D | -19.9% | +11.2% | -31.2% | -16.1% |
| 3M | -31.6% | +10.4% | -42.0% | -28.3% |
| 6M | -13.9% | +37.1% | -51.0% | -1.5% |
| YTD | +74.3% | +52.1% | +22.2% | +107.6% |
| 1Y | +35.8% | +40.7% | -4.9% | +55.5% |
| All | +35.8% | +42.2% | -6.4% | +55.5% |
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