+199.6%
ARM vs DD
+73.2%
+126.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | +9.1% | +5.0% | +4.2% | +5.1% |
| 30D | -19.9% | +19.7% | -39.6% | -30.2% |
| 3M | -31.6% | +7.2% | -38.8% | -35.0% |
| 6M | -13.9% | +1.0% | -14.9% | -14.3% |
| YTD | +74.3% | +29.1% | +45.2% | +45.2% |
| 1Y | +35.8% | +28.5% | +7.3% | +13.3% |
| 3Y | +268.6% | +89.4% | +179.2% | +125.6% |
| All | +199.6% | +73.2% | +126.5% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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