+199.6%
ARM vs AUR
+28.7%
+170.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.7% |
| 7D | +9.1% | -4.5% | +13.6% | +10.7% |
| 30D | -19.9% | -16.6% | -3.3% | -15.7% |
| 3M | -31.6% | -38.5% | +6.8% | -21.6% |
| 6M | -13.9% | -49.9% | +36.0% | +4.2% |
| YTD | +74.3% | +9.6% | +64.7% | +71.0% |
| 1Y | +35.8% | +1.2% | +34.6% | +35.4% |
| 3Y | +268.6% | +128.8% | +139.8% | +151.4% |
| All | +199.6% | +28.7% | +170.9% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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