+64.9%
ARM vs AUR
+10.3%
+54.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.6% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | -5.5% | -8.9% | +3.4% | -1.9% |
| 3M | -17.3% | +4.6% | -21.9% | -19.2% |
| 6M | +110.9% | +44.9% | +66.0% | +82.4% |
| YTD | +132.5% | +64.8% | +67.7% | +90.1% |
| 1Y | +64.9% | +16.4% | +48.5% | +53.0% |
| All | +64.9% | +10.3% | +54.6% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling