+311.3%
ARM vs AUR
+99.1%
+212.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.1% | +3.0% |
| 7D | +11.4% | +19.2% | -7.9% | +5.9% |
| 30D | -7.4% | -7.8% | +0.3% | -5.6% |
| 3M | -24.5% | +4.0% | -28.5% | -25.4% |
| 6M | +128.7% | +45.0% | +83.7% | +106.7% |
| YTD | +139.3% | +69.5% | +69.7% | +106.9% |
| 1Y | +88.0% | +13.0% | +74.9% | +78.0% |
| All | +311.3% | +99.1% | +212.2% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling