+103.1%
ARM vs UPS
-6.9%
+110.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.8% |
| 7D | +5.5% | -2.9% | +8.3% | +7.7% |
| 30D | -8.2% | -3.5% | -4.7% | -6.0% |
| 3M | -35.9% | -5.7% | -30.2% | -33.7% |
| 6M | +103.1% | -4.4% | +107.5% | +114.4% |
| All | +103.1% | -6.9% | +110.0% | +114.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling