+214.2%
ARM vs DIA
+57.7%
+156.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.9% |
| 7D | +19.8% | +1.6% | +18.2% | +15.9% |
| 30D | -21.8% | +1.2% | -23.0% | -23.6% |
| 3M | -26.5% | -2.4% | -24.1% | -22.0% |
| 6M | -3.9% | +5.7% | -9.6% | -14.0% |
| YTD | +82.8% | +9.9% | +72.8% | +51.6% |
| 1Y | +34.3% | +9.8% | +24.5% | +11.6% |
| 3Y | +282.2% | +59.8% | +222.4% | +34.0% |
| All | +214.2% | +57.7% | +156.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling