+296.4%
ARM vs U
+17.3%
+279.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.2% |
| 7D | +5.5% | -3.8% | +9.3% | +6.8% |
| 30D | -8.2% | +17.5% | -25.6% | -13.4% |
| 3M | -35.9% | +38.7% | -74.7% | -42.9% |
| 6M | +103.1% | +104.4% | -1.3% | +58.0% |
| YTD | +130.6% | -5.7% | +136.3% | +125.1% |
| 1Y | +86.1% | +3.7% | +82.4% | +71.1% |
| All | +296.4% | +17.3% | +279.1% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling