+311.3%
ARM vs DGX
+94.0%
+217.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +11.4% | -0.3% | +11.7% | +11.3% |
| 30D | -7.4% | -1.2% | -6.3% | -7.5% |
| 3M | -24.5% | +19.9% | -44.4% | -22.8% |
| 6M | +128.7% | +19.2% | +109.4% | +133.5% |
| YTD | +139.3% | +37.5% | +101.8% | +144.9% |
| 1Y | +88.0% | +31.3% | +56.7% | +92.1% |
| All | +311.3% | +94.0% | +217.3% | +310.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling