-26.4%
ARM vs UPS
+13.1%
-39.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.1% |
| 7D | -15.2% | 0.0% | -15.3% | -14.9% |
| 30D | -40.7% | +17.3% | -58.0% | -42.7% |
| 3M | -39.1% | +6.6% | -45.7% | -39.5% |
| 6M | -26.4% | +12.0% | -38.4% | -31.9% |
| All | -26.4% | +13.1% | -39.5% | -31.9% |
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