+193.0%
ARM vs U
+44.8%
+148.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | -5.3% | +32.3% | -37.6% | -14.8% |
| 30D | -30.0% | +9.7% | -39.7% | -32.9% |
| 3M | -34.1% | +19.6% | -53.7% | -38.6% |
| 6M | -12.6% | +82.6% | -95.3% | -29.7% |
| YTD | +70.4% | +16.4% | +54.0% | +53.6% |
| 1Y | +22.3% | +28.5% | -6.2% | +5.6% |
| 3Y | +261.2% | +103.8% | +157.4% | +147.7% |
| All | +193.0% | +44.8% | +148.2% | +129.1% |
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