+174.6%
ARM vs CBOE
+140.7%
+33.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.7% | +4.8% |
| 7D | -15.2% | +5.3% | -20.5% | -12.3% |
| 30D | -40.7% | +25.5% | -66.1% | -31.4% |
| 3M | -39.1% | +22.5% | -61.6% | -30.3% |
| 6M | -26.4% | +2.6% | -29.0% | -21.9% |
| YTD | +59.7% | +41.8% | +18.0% | +105.4% |
| 1Y | +10.3% | +40.9% | -30.5% | +41.5% |
| 3Y | +228.9% | +108.7% | +120.1% | +471.7% |
| All | +174.6% | +140.7% | +33.9% | +382.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling