+7.2%
DIS vs ARM
+4.6%
+2.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | +5.2% | -15.2% | +20.5% | +5.5% |
| 30D | +11.5% | -40.7% | +52.1% | +12.7% |
| 3M | +11.5% | -39.1% | +50.6% | +12.6% |
| 6M | +8.9% | -26.4% | +35.3% | +5.8% |
| YTD | +3.4% | +59.7% | -56.3% | -8.1% |
| 1Y | +7.2% | +10.3% | -3.1% | +2.2% |
| All | +7.2% | +4.6% | +2.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling