+162.2%
ARM vs URA
+35.3%
+126.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.3% | -7.8% | -9.5% |
| 7D | -27.1% | -13.3% | -13.9% | -19.3% |
| 30D | -44.9% | -25.9% | -19.0% | -32.1% |
| 3M | -39.3% | -27.8% | -11.5% | -24.0% |
| 6M | -20.2% | -42.8% | +22.7% | +16.4% |
| YTD | +52.5% | -27.5% | +80.0% | +89.0% |
| 1Y | +4.1% | -35.1% | +39.2% | +36.7% |
| 3Y | +211.7% | +31.1% | +180.6% | +134.0% |
| All | +162.2% | +35.3% | +126.9% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling