+45.2%
DIS vs ARM
+239.6%
-194.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +1.0% |
| 7D | +1.9% | +9.1% | -7.2% | +1.0% |
| 30D | +9.2% | -19.9% | +29.1% | +10.9% |
| 3M | +13.5% | -31.6% | +45.1% | +16.4% |
| 6M | +14.3% | -13.9% | +28.2% | +11.6% |
| YTD | +5.4% | +74.3% | -68.9% | -6.7% |
| 1Y | +12.2% | +35.8% | -23.6% | +2.4% |
| 3Y | +37.2% | +268.6% | -231.4% | +0.8% |
| All | +45.2% | +239.6% | -194.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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