+103.1%
ARM vs DOCS
-1.5%
+104.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +3.8% |
| 7D | +5.5% | -1.4% | +6.9% | +5.4% |
| 30D | -8.2% | +21.8% | -30.0% | -6.9% |
| 3M | -35.9% | +27.3% | -63.2% | -34.8% |
| 6M | +103.1% | -0.3% | +103.5% | +128.4% |
| All | +103.1% | -1.5% | +104.6% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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