+214.2%
ARM vs CBOE
+151.3%
+62.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +19.8% | +4.5% | +15.3% | +23.0% |
| 30D | -21.8% | +26.2% | -48.0% | -9.3% |
| 3M | -26.5% | +27.1% | -53.6% | -14.1% |
| 6M | -3.9% | +4.2% | -8.1% | +3.2% |
| YTD | +82.8% | +48.0% | +34.7% | +141.1% |
| 1Y | +34.3% | +42.4% | -8.1% | +73.2% |
| 3Y | +282.2% | +116.8% | +165.4% | +581.3% |
| All | +214.2% | +151.3% | +62.8% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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