+43.1%
DIS vs ARM
+197.2%
-154.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.1% | +11.6% | -0.3% |
| 7D | +5.7% | -27.1% | +32.8% | +8.5% |
| 30D | +12.7% | -44.9% | +57.6% | +18.4% |
| 3M | +15.2% | -39.3% | +54.5% | +19.4% |
| 6M | +17.6% | -20.2% | +37.7% | +15.3% |
| YTD | +3.8% | +52.5% | -48.7% | -6.9% |
| 1Y | +6.8% | +4.1% | +2.7% | +0.4% |
| 3Y | +42.1% | +211.7% | -169.6% | +5.9% |
| All | +43.1% | +197.2% | -154.1% | +8.2% |
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