+20.3%
ARM vs DD
+31.6%
-11.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.9% | +0.8% | +1.6% |
| 7D | -5.3% | +9.8% | -15.1% | -12.2% |
| 30D | -30.0% | +19.3% | -49.4% | -39.6% |
| 3M | -34.1% | +9.4% | -43.4% | -38.6% |
| 6M | -12.6% | +4.8% | -17.4% | -16.2% |
| YTD | +70.4% | +30.2% | +40.2% | +46.2% |
| All | +20.3% | +31.6% | -11.2% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling