+296.4%
ARM vs CBOE
+103.3%
+193.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +5.5% | -3.6% | +9.1% | +3.4% |
| 30D | -8.2% | +5.1% | -13.3% | -5.5% |
| 3M | -35.9% | +4.6% | -40.5% | -32.9% |
| 6M | +103.1% | -0.3% | +103.4% | +109.1% |
| YTD | +130.6% | +19.8% | +110.9% | +164.5% |
| 1Y | +86.1% | +28.4% | +57.7% | +123.5% |
| All | +296.4% | +103.3% | +193.1% | +521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling