+193.0%
ARM vs DIA
+57.9%
+135.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +1.7% |
| 7D | -5.3% | +0.8% | -6.1% | -6.9% |
| 30D | -30.0% | +1.4% | -31.5% | -32.1% |
| 3M | -34.1% | -2.7% | -31.4% | -29.6% |
| 6M | -12.6% | +6.2% | -18.9% | -22.9% |
| YTD | +70.4% | +10.1% | +60.3% | +40.7% |
| 1Y | +22.3% | +13.0% | +9.3% | -5.1% |
| 3Y | +261.2% | +61.9% | +199.3% | +22.7% |
| All | +193.0% | +57.9% | +135.0% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling