+296.4%
ARM vs DD
+48.2%
+248.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.7% |
| 7D | +5.5% | -3.5% | +9.0% | +8.3% |
| 30D | -8.2% | -10.3% | +2.1% | -0.4% |
| 3M | -35.9% | -7.5% | -28.4% | -31.7% |
| 6M | +103.1% | -8.0% | +111.1% | +117.8% |
| YTD | +130.6% | +10.5% | +120.2% | +115.8% |
| 1Y | +86.1% | +38.3% | +47.8% | +44.8% |
| All | +296.4% | +48.2% | +248.3% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling