+162.2%
ARM vs U
+37.4%
+124.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +14.9% | -28.0% | -17.9% |
| 7D | -27.1% | +24.3% | -51.4% | -33.1% |
| 30D | -44.9% | +8.6% | -53.5% | -47.0% |
| 3M | -39.3% | +37.6% | -76.9% | -46.3% |
| 6M | -20.2% | +78.5% | -98.7% | -35.3% |
| YTD | +52.5% | +10.5% | +42.0% | +39.8% |
| 1Y | +4.1% | +15.2% | -11.1% | -6.6% |
| 3Y | +211.7% | +76.6% | +135.1% | +126.6% |
| All | +162.2% | +37.4% | +124.8% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling