+311.3%
ARM vs UPS
-25.3%
+336.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.6% |
| 7D | +11.4% | -2.1% | +13.5% | +12.4% |
| 30D | -7.4% | -2.3% | -5.1% | -6.5% |
| 3M | -24.5% | -5.2% | -19.3% | -23.0% |
| 6M | +128.7% | +1.4% | +127.2% | +126.2% |
| YTD | +139.3% | +6.1% | +133.1% | +132.1% |
| 1Y | +88.0% | +27.0% | +61.0% | +67.7% |
| All | +311.3% | -25.3% | +336.6% | +371.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling