+35.8%
ARM vs UL
-2.4%
+38.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.1% | +11.4% |
| 7D | +6.0% | -1.7% | +7.7% | +5.0% |
| 30D | -20.3% | +4.5% | -24.8% | -17.6% |
| 3M | -24.4% | +5.5% | -29.8% | -21.2% |
| 6M | -4.4% | +17.0% | -21.4% | +2.4% |
| YTD | +86.0% | +3.2% | +82.9% | +104.8% |
| 1Y | +35.8% | -1.9% | +37.7% | +50.7% |
| All | +35.8% | -2.4% | +38.2% | +50.7% |
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