+86.1%
ARM vs TRU
-7.3%
+93.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.9% | +9.9% | +4.0% |
| 7D | +5.5% | -6.8% | +12.2% | +5.5% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | -35.9% | +13.3% | -49.2% | -36.9% |
| 6M | +103.1% | +3.4% | +99.7% | +99.8% |
| YTD | +130.6% | -6.4% | +137.0% | +124.1% |
| 1Y | +86.1% | -9.7% | +95.8% | +76.4% |
| All | +86.1% | -7.3% | +93.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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