+296.4%
ARM vs AUR
+93.9%
+202.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +8.7% | -3.3% | +2.9% |
| 30D | -8.2% | -5.2% | -3.0% | -7.2% |
| 3M | -35.9% | -7.3% | -28.6% | -34.6% |
| 6M | +103.1% | +41.2% | +61.9% | +84.9% |
| YTD | +130.6% | +65.1% | +65.5% | +100.9% |
| 1Y | +86.1% | +13.4% | +72.7% | +76.2% |
| All | +296.4% | +93.9% | +202.5% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling