+315.5%
ARM vs AUR
+98.8%
+216.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +12.5% | +11.1% | +1.4% | +9.2% |
| 30D | -1.4% | -6.9% | +5.5% | +0.3% |
| 3M | -18.7% | +5.5% | -24.2% | -20.0% |
| 6M | +124.6% | +41.0% | +83.6% | +104.5% |
| YTD | +141.7% | +69.3% | +72.5% | +109.1% |
| 1Y | +87.7% | +14.0% | +73.6% | +77.3% |
| All | +315.5% | +98.8% | +216.7% | +174.9% |
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