+86.1%
ARM vs DRI
+6.9%
+79.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.9% |
| 7D | +5.5% | +0.6% | +4.9% | +5.4% |
| 30D | -8.2% | +3.8% | -12.0% | -8.5% |
| 3M | -35.9% | +13.0% | -48.9% | -37.2% |
| 6M | +103.1% | +8.3% | +94.8% | +100.2% |
| YTD | +130.6% | +20.6% | +110.0% | +121.6% |
| 1Y | +86.1% | +6.5% | +79.6% | +95.6% |
| All | +86.1% | +6.9% | +79.1% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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