+286.5%
ARM vs UPS
-5.9%
+292.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.0% |
| 7D | +19.8% | -0.6% | +20.4% | +20.2% |
| 30D | -21.8% | +16.4% | -38.2% | -26.7% |
| 3M | -26.5% | +7.9% | -34.4% | -29.2% |
| 6M | -3.9% | +15.8% | -19.8% | -10.5% |
| YTD | +82.8% | +16.6% | +66.2% | +69.6% |
| 1Y | +34.3% | +22.3% | +12.0% | +22.1% |
| All | +286.5% | -5.9% | +292.4% | +232.5% |
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