+4.1%
ARM vs URA
-35.1%
+39.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.3% | -7.8% | -8.9% |
| 7D | -27.1% | -13.3% | -13.9% | -17.9% |
| 30D | -44.9% | -25.9% | -19.0% | -30.0% |
| 3M | -39.3% | -27.8% | -11.5% | -21.6% |
| 6M | -20.2% | -42.8% | +22.7% | +19.0% |
| YTD | +52.5% | -27.5% | +80.0% | +95.7% |
| 1Y | +4.1% | -35.1% | +39.2% | +39.3% |
| All | +4.1% | -35.1% | +39.2% | +39.3% |
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