+228.9%
ARM vs TRU
+65.0%
+163.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.5% |
| 7D | -15.2% | +5.7% | -20.9% | -17.2% |
| 30D | -40.7% | +29.2% | -69.9% | -47.2% |
| 3M | -39.1% | +2.7% | -41.7% | -40.8% |
| 6M | -26.4% | +15.2% | -41.6% | -34.3% |
| YTD | +59.7% | -4.9% | +64.6% | +55.6% |
| 1Y | +10.3% | +3.4% | +6.9% | +1.6% |
| 3Y | +228.9% | +63.2% | +165.7% | +128.3% |
| All | +228.9% | +65.0% | +163.9% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling