+219.8%
ARM vs DD
+75.2%
+144.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.9% | +12.7% |
| 7D | +6.0% | +3.2% | +2.8% | +3.8% |
| 30D | -20.3% | +20.3% | -40.6% | -30.7% |
| 3M | -24.4% | +8.2% | -32.6% | -28.6% |
| 6M | -4.4% | +3.4% | -7.8% | -6.5% |
| YTD | +86.0% | +30.6% | +55.4% | +53.6% |
| 1Y | +35.8% | +30.6% | +5.2% | +11.9% |
| 3Y | +289.1% | +91.1% | +197.9% | +136.2% |
| All | +219.8% | +75.2% | +144.6% | +107.5% |
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