+311.3%
ARM vs DD
+47.9%
+263.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.9% |
| 7D | +11.4% | -0.6% | +12.0% | +11.8% |
| 30D | -7.4% | -7.4% | 0.0% | -1.8% |
| 3M | -24.5% | -6.4% | -18.1% | -20.3% |
| 6M | +128.7% | -2.5% | +131.1% | +135.5% |
| YTD | +139.3% | +10.2% | +129.0% | +124.2% |
| 1Y | +88.0% | +36.9% | +51.0% | +47.4% |
| All | +311.3% | +47.9% | +263.4% | +202.9% |
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