+20.3%
ARM vs U
+24.0%
-3.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | -5.3% | +32.3% | -37.6% | -12.0% |
| 30D | -30.0% | +9.7% | -39.7% | -31.7% |
| 3M | -34.1% | +19.6% | -53.7% | -37.0% |
| 6M | -12.6% | +82.6% | -95.3% | -23.7% |
| YTD | +70.4% | +16.4% | +54.0% | +61.5% |
| All | +20.3% | +24.0% | -3.7% | +13.1% |
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 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