-4.4%
ARM vs AUR
-33.8%
+29.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.1% | +11.0% | +11.4% |
| 7D | +6.0% | +12.7% | -6.7% | -1.4% |
| 30D | -20.3% | -18.7% | -1.6% | -10.2% |
| 3M | -24.4% | -33.8% | +9.4% | -3.2% |
| 6M | -4.4% | -36.6% | +32.3% | +24.5% |
| All | -4.4% | -33.8% | +29.4% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling