+174.6%
ARM vs DT
-9.1%
+183.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | -15.2% | -24.7% | +9.5% | -9.0% |
| 30D | -40.7% | -27.4% | -13.3% | -35.6% |
| 3M | -39.1% | -11.1% | -28.0% | -37.5% |
| 6M | -26.4% | +13.7% | -40.1% | -30.4% |
| YTD | +59.7% | +0.2% | +59.5% | +56.9% |
| 1Y | +10.3% | -5.7% | +16.0% | +10.8% |
| 3Y | +228.9% | -8.1% | +237.0% | +151.2% |
| All | +174.6% | -9.1% | +183.7% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling