+214.0%
ARM vs DD
+76.0%
+137.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.8% | -9.2% | -10.1% |
| 7D | -27.1% | +3.1% | -30.2% | -28.7% |
| 30D | -44.9% | +8.7% | -53.6% | -48.3% |
| 3M | -39.3% | -1.2% | -38.1% | -38.6% |
| 6M | -20.2% | -1.1% | -19.1% | -18.9% |
| YTD | +52.5% | +21.7% | +30.9% | +32.6% |
| 1Y | +4.1% | +24.0% | -20.0% | -11.0% |
| All | +214.0% | +76.0% | +137.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling