+17.2%
ARM vs DT
-8.6%
+25.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -10.4% | -7.5% | -2.8% | -9.4% |
| 30D | -31.8% | -31.5% | -0.3% | -29.1% |
| 3M | -32.2% | -14.0% | -18.2% | -30.5% |
| 6M | -14.9% | +6.9% | -21.8% | -14.3% |
| YTD | +66.0% | +0.3% | +65.7% | +67.5% |
| 1Y | +17.2% | -6.9% | +24.1% | +18.9% |
| All | +17.2% | -8.6% | +25.8% | +18.9% |
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