-26.4%
ARM vs TRU
+18.3%
-44.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +3.9% |
| 7D | -15.2% | +5.7% | -20.9% | -13.2% |
| 30D | -40.7% | +29.2% | -69.9% | -35.2% |
| 3M | -39.1% | +2.7% | -41.7% | -39.5% |
| 6M | -26.4% | +15.2% | -41.6% | -20.8% |
| All | -26.4% | +18.3% | -44.7% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling