+19.3%
ARM vs DIA
+15.0%
+4.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -12.0% |
| 7D | -18.7% | +1.6% | -20.3% | -21.6% |
| 30D | -36.7% | +4.1% | -40.8% | -42.5% |
| 3M | -31.6% | -1.0% | -30.6% | -30.0% |
| 6M | -5.6% | +9.7% | -15.3% | -22.9% |
| YTD | +75.5% | +12.2% | +63.3% | +36.1% |
| 1Y | +19.3% | +14.9% | +4.5% | -9.4% |
| All | +19.3% | +15.0% | +4.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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