+199.6%
ARM vs TRU
+2.3%
+197.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | +9.1% | 0.0% | +9.1% | +9.2% |
| 30D | -19.9% | +21.3% | -41.3% | -26.0% |
| 3M | -31.6% | +0.2% | -31.9% | -32.7% |
| 6M | -13.9% | +22.4% | -36.2% | -23.8% |
| YTD | +74.3% | -4.8% | +79.1% | +70.2% |
| 1Y | +35.8% | -0.2% | +36.0% | +29.1% |
| 3Y | +268.6% | +57.9% | +210.7% | +214.9% |
| All | +199.6% | +2.3% | +197.3% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling