+199.6%
ARM vs DT
-6.2%
+205.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +9.1% | +3.1% | +6.0% | +8.3% |
| 30D | -19.9% | -29.5% | +9.6% | -12.3% |
| 3M | -31.6% | -11.7% | -19.9% | -29.6% |
| 6M | -13.9% | +29.0% | -42.9% | -20.7% |
| YTD | +74.3% | +3.4% | +70.9% | +69.8% |
| 1Y | +35.8% | -4.2% | +40.0% | +36.3% |
| 3Y | +268.6% | -12.8% | +281.4% | +203.0% |
| All | +199.6% | -6.2% | +205.9% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling