+35.8%
ARM vs SPXU
-28.1%
+63.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -3.9% | +16.0% | +7.4% |
| 7D | +6.0% | +1.5% | +4.5% | +11.1% |
| 30D | -20.3% | +6.4% | -26.7% | -10.2% |
| 3M | -24.4% | +4.2% | -28.6% | -15.1% |
| 6M | -4.4% | -7.8% | +3.4% | +0.7% |
| YTD | +86.0% | -27.5% | +113.6% | +63.7% |
| 1Y | +35.8% | -27.1% | +63.0% | +20.7% |
| All | +35.8% | -28.1% | +63.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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