+35.8%
ARM vs CBOE
+44.9%
-9.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -3.6% |
| 7D | +9.1% | +6.3% | +2.8% | +13.1% |
| 30D | -19.9% | +24.9% | -44.9% | -8.4% |
| 3M | -31.6% | +28.5% | -60.1% | -20.2% |
| 6M | -13.9% | +2.9% | -16.7% | -6.4% |
| YTD | +74.3% | +50.7% | +23.6% | +109.7% |
| 1Y | +35.8% | +45.5% | -9.7% | +60.5% |
| All | +35.8% | +44.9% | -9.1% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling