+311.3%
ARM vs CBOE
+99.9%
+211.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +2.8% |
| 7D | +11.4% | -4.6% | +16.0% | +8.5% |
| 30D | -7.4% | +2.6% | -10.1% | -6.0% |
| 3M | -24.5% | +4.9% | -29.4% | -20.7% |
| 6M | +128.7% | -2.2% | +130.8% | +132.9% |
| YTD | +139.3% | +17.7% | +121.5% | +171.9% |
| 1Y | +88.0% | +26.1% | +61.9% | +123.6% |
| All | +311.3% | +99.9% | +211.4% | +538.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling