+296.4%
ARM vs UPS
-24.0%
+320.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.5% |
| 7D | +5.5% | -2.9% | +8.3% | +6.9% |
| 30D | -8.2% | -3.5% | -4.7% | -6.8% |
| 3M | -35.9% | -5.7% | -30.2% | -34.4% |
| 6M | +103.1% | -4.4% | +107.5% | +105.7% |
| YTD | +130.6% | +8.0% | +122.6% | +121.9% |
| 1Y | +86.1% | +29.0% | +57.0% | +64.8% |
| All | +296.4% | -24.0% | +320.4% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling