+228.9%
ARM vs UPS
-10.2%
+239.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.7% |
| 7D | -15.2% | 0.0% | -15.3% | -15.3% |
| 30D | -40.7% | +17.3% | -58.0% | -44.7% |
| 3M | -39.1% | +6.6% | -45.7% | -41.1% |
| 6M | -26.4% | +12.0% | -38.4% | -30.6% |
| YTD | +59.7% | +14.4% | +45.4% | +49.2% |
| 1Y | +10.3% | +23.3% | -13.0% | -0.4% |
| 3Y | +228.9% | -9.6% | +238.5% | +183.8% |
| All | +228.9% | -10.2% | +239.1% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling