+103.1%
ARM vs DT
+41.8%
+61.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +3.9% |
| 7D | +5.5% | -3.3% | +8.8% | +5.5% |
| 30D | -8.2% | +2.0% | -10.2% | -8.0% |
| 3M | -35.9% | +20.0% | -55.9% | -36.0% |
| 6M | +103.1% | +39.3% | +63.8% | +104.5% |
| All | +103.1% | +41.8% | +61.3% | +104.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling