+42.4%
ARM vs U
+27.0%
+15.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.0% |
| 7D | +19.8% | +2.8% | +17.0% | +19.1% |
| 30D | -21.8% | +7.6% | -29.4% | -23.2% |
| 3M | -26.5% | +12.7% | -39.2% | -28.8% |
| 6M | -3.9% | +87.0% | -90.9% | -15.6% |
| YTD | +82.8% | +13.6% | +69.2% | +73.3% |
| All | +42.4% | +27.0% | +15.3% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling