+17.2%
ARM vs URA
-30.3%
+47.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +1.9% |
| 7D | -10.4% | +0.3% | -10.7% | -10.2% |
| 30D | -31.8% | -14.8% | -17.1% | -22.1% |
| 3M | -32.2% | -25.3% | -6.9% | -14.7% |
| 6M | -14.9% | -39.9% | +25.0% | +21.2% |
| YTD | +66.0% | -22.4% | +88.5% | +100.4% |
| 1Y | +17.2% | -29.0% | +46.2% | +47.0% |
| All | +17.2% | -30.3% | +47.5% | +47.0% |
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