+86.1%
ARM vs UL
-8.6%
+94.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | -1.3% | +6.8% | +4.8% |
| 30D | -8.2% | +0.5% | -8.7% | -7.8% |
| 3M | -35.9% | +17.6% | -53.5% | -32.4% |
| 6M | +103.1% | -5.4% | +108.5% | +108.3% |
| YTD | +130.6% | +0.7% | +129.9% | +145.4% |
| 1Y | +86.1% | -9.3% | +95.3% | +107.1% |
| All | +86.1% | -8.6% | +94.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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