+34.3%
ARM vs DOW
+55.2%
-20.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.5% |
| 7D | +19.8% | +3.7% | +16.2% | +20.4% |
| 30D | -21.8% | +16.3% | -38.0% | -19.7% |
| 3M | -26.5% | +9.7% | -36.2% | -25.0% |
| 6M | -3.9% | -14.1% | +10.2% | -3.0% |
| YTD | +82.8% | +46.6% | +36.2% | +74.1% |
| 1Y | +34.3% | +56.8% | -22.5% | +30.2% |
| All | +34.3% | +55.2% | -20.9% | +30.2% |
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 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