+296.4%
ARM vs DGX
+95.3%
+201.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.9% | +3.8% |
| 7D | +5.5% | -2.3% | +7.8% | +5.2% |
| 30D | -8.2% | +0.6% | -8.7% | -8.1% |
| 3M | -35.9% | +21.4% | -57.3% | -34.4% |
| 6M | +103.1% | +14.7% | +88.4% | +107.4% |
| YTD | +130.6% | +38.4% | +92.2% | +136.2% |
| 1Y | +86.1% | +34.0% | +52.1% | +90.1% |
| All | +296.4% | +95.3% | +201.1% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling