+296.4%
ARM vs TRU
+0.6%
+295.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.9% | +9.9% | +6.1% |
| 7D | +5.5% | -6.8% | +12.2% | +8.1% |
| 30D | -8.2% | 0.0% | -8.2% | -8.5% |
| 3M | -35.9% | +13.3% | -49.2% | -40.7% |
| 6M | +103.1% | +3.4% | +99.7% | +94.7% |
| YTD | +130.6% | -6.4% | +137.0% | +129.2% |
| 1Y | +86.1% | -9.7% | +95.8% | +85.6% |
| All | +296.4% | +0.6% | +295.8% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling