+174.6%
ARM vs U
+45.0%
+129.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +2.9% |
| 7D | -15.2% | +36.6% | -51.8% | -24.6% |
| 30D | -40.7% | +13.3% | -54.0% | -43.7% |
| 3M | -39.1% | +26.2% | -65.3% | -44.3% |
| 6M | -26.4% | +88.7% | -115.2% | -41.4% |
| YTD | +59.7% | +16.6% | +43.2% | +43.9% |
| 1Y | +10.3% | +29.0% | -18.6% | -4.8% |
| 3Y | +228.9% | +99.5% | +129.4% | +128.1% |
| All | +174.6% | +45.0% | +129.6% | +114.7% |
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