+35.8%
ARM vs DOW
+56.5%
-20.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.7% |
| 7D | +9.1% | +5.2% | +3.9% | +9.8% |
| 30D | -19.9% | +13.2% | -33.1% | -18.3% |
| 3M | -31.6% | +10.1% | -41.7% | -30.3% |
| 6M | -13.9% | -13.1% | -0.8% | -12.7% |
| YTD | +74.3% | +46.1% | +28.2% | +61.5% |
| 1Y | +35.8% | +50.0% | -14.2% | +26.0% |
| All | +35.8% | +56.5% | -20.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling