+19.3%
ARM vs DT
-5.1%
+24.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.2% |
| 7D | -18.7% | -25.5% | +6.8% | -16.5% |
| 30D | -36.7% | -22.3% | -14.4% | -35.1% |
| 3M | -31.6% | +2.3% | -34.0% | -31.4% |
| 6M | -5.6% | +20.7% | -26.4% | -6.0% |
| YTD | +75.5% | +7.9% | +67.5% | +73.1% |
| 1Y | +19.3% | -5.7% | +25.1% | +15.4% |
| All | +19.3% | -5.1% | +24.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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