+228.9%
ARM vs DVA
+139.6%
+89.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.1% |
| 7D | -15.2% | +2.1% | -17.3% | -15.7% |
| 30D | -40.7% | +8.2% | -48.9% | -41.8% |
| 3M | -39.1% | +5.9% | -45.0% | -40.2% |
| 6M | -26.4% | -1.3% | -25.1% | -27.8% |
| YTD | +59.7% | +68.4% | -8.7% | +33.8% |
| 1Y | +10.3% | +57.5% | -47.1% | -5.6% |
| 3Y | +228.9% | +142.3% | +86.5% | +164.9% |
| All | +228.9% | +139.6% | +89.2% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling