+185.4%
ARM vs DGX
+113.7%
+71.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -10.4% | +4.6% | -15.0% | -9.8% |
| 30D | -31.8% | +11.9% | -43.7% | -30.7% |
| 3M | -32.2% | +9.2% | -41.4% | -31.3% |
| 6M | -14.9% | +39.0% | -53.9% | -11.6% |
| YTD | +66.0% | +51.4% | +14.6% | +72.6% |
| 1Y | +17.2% | +42.6% | -25.4% | +21.9% |
| 3Y | +247.2% | +105.9% | +141.3% | +245.8% |
| All | +185.4% | +113.7% | +71.7% | +189.2% |
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