+311.3%
ARM vs DOW
-34.2%
+345.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +11.4% | -2.9% | +14.3% | +12.3% |
| 30D | -7.4% | +2.0% | -9.4% | -8.4% |
| 3M | -24.5% | -12.5% | -12.0% | -21.5% |
| 6M | +128.7% | -9.2% | +137.9% | +126.6% |
| YTD | +139.3% | +30.8% | +108.5% | +95.5% |
| 1Y | +88.0% | +29.4% | +58.6% | +52.5% |
| All | +311.3% | -34.2% | +345.5% | +436.1% |
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