+219.8%
ARM vs DOW
-27.6%
+247.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.4% | +8.7% | +11.1% |
| 7D | +6.0% | -0.5% | +6.5% | +6.3% |
| 30D | -20.3% | +15.7% | -36.0% | -23.7% |
| 3M | -24.4% | +5.3% | -29.7% | -25.8% |
| 6M | -4.4% | -14.2% | +9.8% | +0.3% |
| YTD | +86.0% | +43.9% | +42.1% | +47.4% |
| 1Y | +35.8% | +53.1% | -17.2% | +3.4% |
| 3Y | +289.1% | -21.8% | +310.9% | +334.4% |
| All | +219.8% | -27.6% | +247.4% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling