+17.2%
ARM vs DD
+33.0%
-15.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.5% |
| 7D | -10.4% | +2.2% | -12.6% | -11.8% |
| 30D | -31.8% | +20.7% | -52.5% | -41.7% |
| 3M | -32.2% | +11.3% | -43.6% | -37.9% |
| 6M | -14.9% | +6.0% | -20.9% | -19.2% |
| YTD | +66.0% | +31.7% | +34.3% | +41.0% |
| 1Y | +17.2% | +32.2% | -15.0% | -0.4% |
| All | +17.2% | +33.0% | -15.8% | -0.4% |
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