+20.3%
ARM vs UL
-0.5%
+20.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +7.3% |
| 7D | -5.3% | +0.3% | -5.6% | -4.9% |
| 30D | -30.0% | +7.0% | -37.0% | -26.7% |
| 3M | -34.1% | +5.8% | -39.9% | -31.0% |
| 6M | -12.6% | +16.1% | -28.8% | -5.2% |
| YTD | +70.4% | +4.5% | +65.9% | +89.0% |
| All | +20.3% | -0.5% | +20.8% | +34.3% |
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