+35.8%
ARM vs DIA
+10.3%
+25.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.9% |
| 7D | +9.1% | +2.1% | +7.0% | +4.2% |
| 30D | -19.9% | +1.5% | -21.4% | -22.2% |
| 3M | -31.6% | -2.4% | -29.2% | -26.9% |
| 6M | -13.9% | +6.0% | -19.8% | -24.2% |
| YTD | +74.3% | +10.1% | +64.2% | +41.7% |
| 1Y | +35.8% | +11.8% | +24.0% | +9.9% |
| All | +35.8% | +10.3% | +25.5% | +9.9% |
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