+28.6%
DIS vs ARM
+349.4%
-320.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.1% |
| 7D | -2.6% | +5.5% | -8.0% | -3.1% |
| 30D | +3.5% | -8.2% | +11.7% | +4.3% |
| 3M | +6.8% | -35.9% | +42.7% | +10.9% |
| 6M | +3.0% | +103.1% | -100.1% | -8.6% |
| YTD | -6.7% | +130.6% | -137.3% | -18.7% |
| 1Y | -10.1% | +86.1% | -96.2% | -19.9% |
| All | +28.6% | +349.4% | -320.8% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling