+19.3%
ARM vs UL
+1.7%
+17.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.5% | -3.2% |
| 7D | -18.7% | +4.7% | -23.4% | -16.1% |
| 30D | -36.7% | +11.6% | -48.2% | -32.3% |
| 3M | -31.6% | +5.3% | -36.9% | -28.6% |
| 6M | -5.6% | +16.0% | -21.7% | +3.2% |
| YTD | +75.5% | +5.0% | +70.5% | +94.8% |
| 1Y | +19.3% | +1.1% | +18.2% | +30.6% |
| All | +19.3% | +1.7% | +17.7% | +30.6% |
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