+20.3%
ARM vs UPS
+23.4%
-3.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +5.8% |
| 7D | -5.3% | +1.1% | -6.5% | -5.6% |
| 30D | -30.0% | +17.3% | -47.4% | -34.5% |
| 3M | -34.1% | +7.9% | -41.9% | -36.0% |
| 6M | -12.6% | +13.7% | -26.4% | -18.5% |
| YTD | +70.4% | +17.2% | +53.3% | +56.2% |
| All | +20.3% | +23.4% | -3.1% | +9.8% |
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