+296.4%
ARM vs URA
+101.2%
+195.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.4% |
| 7D | +5.5% | +1.1% | +4.4% | +4.8% |
| 30D | -8.2% | +7.4% | -15.6% | -12.6% |
| 3M | -35.9% | -8.4% | -27.5% | -31.8% |
| 6M | +103.1% | -12.7% | +115.8% | +121.4% |
| YTD | +130.6% | +7.8% | +122.8% | +117.5% |
| 1Y | +86.1% | +19.5% | +66.6% | +58.6% |
| All | +296.4% | +101.2% | +195.2% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling