+19.3%
ARM vs URA
-32.2%
+51.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.5% |
| 7D | -18.7% | -10.5% | -8.2% | -11.1% |
| 30D | -36.7% | -18.6% | -18.0% | -25.5% |
| 3M | -31.6% | -23.0% | -8.6% | -16.3% |
| 6M | -5.6% | -40.3% | +34.7% | +34.7% |
| YTD | +75.5% | -23.5% | +98.9% | +114.7% |
| 1Y | +19.3% | -31.1% | +50.4% | +52.1% |
| All | +19.3% | -32.2% | +51.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling