+103.1%
ARM vs DIA
+10.5%
+92.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +5.5% |
| 7D | +5.5% | -0.2% | +5.6% | +5.9% |
| 30D | -8.2% | -1.5% | -6.7% | -4.1% |
| 3M | -35.9% | +3.8% | -39.7% | -42.8% |
| 6M | +103.1% | +10.3% | +92.9% | +58.9% |
| All | +103.1% | +10.5% | +92.6% | +58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling