+10.3%
ARM vs UL
-0.5%
+10.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.3% | +3.0% |
| 7D | -15.2% | +1.1% | -16.4% | -14.3% |
| 30D | -40.7% | +8.2% | -48.9% | -37.5% |
| 3M | -39.1% | +4.5% | -43.6% | -36.7% |
| 6M | -26.4% | +12.6% | -39.0% | -19.8% |
| YTD | +59.7% | +3.5% | +56.2% | +76.1% |
| 1Y | +10.3% | -0.4% | +10.8% | +19.8% |
| All | +10.3% | -0.5% | +10.8% | +19.8% |
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