+21.2%
ARM vs U
+18.8%
+2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -10.4% | +24.4% | -34.7% | -15.3% |
| 30D | -31.8% | +7.4% | -39.2% | -33.1% |
| 3M | -32.2% | +16.8% | -49.0% | -34.9% |
| 6M | -14.9% | +78.8% | -93.7% | -25.2% |
| YTD | +66.0% | +14.0% | +52.1% | +58.0% |
| All | +21.2% | +18.8% | +2.4% | +13.5% |
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