+261.2%
ARM vs AUR
+136.0%
+125.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.4% | +1.2% | +5.1% |
| 7D | -5.3% | +9.9% | -15.3% | -7.8% |
| 30D | -30.0% | -20.2% | -9.8% | -25.5% |
| 3M | -34.1% | -34.1% | +0.1% | -26.1% |
| 6M | -12.6% | -34.3% | +21.7% | -2.1% |
| YTD | +70.4% | +21.1% | +49.3% | +62.6% |
| 1Y | +22.3% | +7.6% | +14.6% | +19.6% |
| 3Y | +261.2% | +159.8% | +101.4% | +176.8% |
| All | +261.2% | +136.0% | +125.1% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling