+296.4%
ARM vs DIA
+60.8%
+235.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +5.1% |
| 7D | +5.5% | -0.2% | +5.6% | +5.9% |
| 30D | -8.2% | -1.5% | -6.7% | -5.1% |
| 3M | -35.9% | +3.8% | -39.7% | -40.7% |
| 6M | +103.1% | +10.3% | +92.9% | +66.1% |
| YTD | +130.6% | +12.1% | +118.5% | +81.9% |
| 1Y | +86.1% | +18.6% | +67.4% | +29.1% |
| All | +296.4% | +60.8% | +235.7% | +46.2% |
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