-39.3%
ARM vs UL
+6.1%
-45.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.2% | -14.3% | -11.0% |
| 7D | -27.1% | +5.5% | -32.6% | -19.5% |
| 30D | -44.9% | +11.4% | -56.3% | -34.3% |
| 3M | -39.3% | +6.0% | -45.3% | -31.4% |
| All | -39.3% | +6.1% | -45.4% | -31.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling