+10.3%
ARM vs URA
-31.4%
+41.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +1.2% |
| 7D | -15.2% | -4.1% | -11.1% | -11.9% |
| 30D | -40.7% | -19.0% | -21.7% | -29.5% |
| 3M | -39.1% | -25.1% | -13.9% | -23.4% |
| 6M | -26.4% | -44.5% | +18.1% | +9.8% |
| YTD | +59.7% | -24.3% | +84.1% | +96.5% |
| 1Y | +10.3% | -28.1% | +38.5% | +38.4% |
| All | +10.3% | -31.4% | +41.7% | +38.4% |
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