+19.3%
ARM vs UPS
+29.9%
-10.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.7% | -10.0% | -6.7% |
| 7D | -18.7% | +8.2% | -26.9% | -20.9% |
| 30D | -36.7% | +22.7% | -59.4% | -41.5% |
| 3M | -31.6% | +6.4% | -38.1% | -32.7% |
| 6M | -5.6% | +22.6% | -28.3% | -14.2% |
| YTD | +75.5% | +20.7% | +54.7% | +62.8% |
| 1Y | +19.3% | +30.6% | -11.3% | +12.0% |
| All | +19.3% | +29.9% | -10.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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