-5.6%
ARM vs U
+54.9%
-60.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.2% | -7.8% |
| 7D | -18.7% | +7.5% | -26.2% | -21.9% |
| 30D | -36.7% | -7.0% | -29.6% | -34.4% |
| 3M | -31.6% | +20.6% | -52.2% | -38.1% |
| 6M | -5.6% | +53.2% | -58.8% | -23.8% |
| All | -5.6% | +54.9% | -60.5% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling