+199.6%
ARM vs U
+48.7%
+150.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.2% | -9.9% | -6.3% |
| 7D | +9.1% | +2.6% | +6.5% | +8.0% |
| 30D | -19.9% | +27.6% | -47.5% | -27.1% |
| 3M | -31.6% | +15.3% | -47.0% | -35.7% |
| 6M | -13.9% | +96.4% | -110.3% | -32.4% |
| YTD | +74.3% | +19.6% | +54.7% | +55.5% |
| 1Y | +35.8% | +42.1% | -6.3% | +12.9% |
| 3Y | +268.6% | +87.5% | +181.1% | +163.4% |
| All | +199.6% | +48.7% | +150.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling