+174.6%
ARM vs DOW
-30.1%
+204.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +5.2% |
| 7D | -15.2% | -9.5% | -5.7% | -12.8% |
| 30D | -40.7% | +13.1% | -53.8% | -42.9% |
| 3M | -39.1% | +4.8% | -43.9% | -40.3% |
| 6M | -26.4% | -16.7% | -9.8% | -22.2% |
| YTD | +59.7% | +38.9% | +20.9% | +27.8% |
| 1Y | +10.3% | +48.3% | -37.9% | -15.4% |
| 3Y | +228.9% | -24.4% | +253.2% | +269.6% |
| All | +174.6% | -30.1% | +204.7% | +250.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling