+247.2%
ARM vs URA
+41.9%
+205.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +2.2% |
| 7D | -10.4% | +0.3% | -10.7% | -10.2% |
| 30D | -31.8% | -14.8% | -17.1% | -23.4% |
| 3M | -32.2% | -25.3% | -6.9% | -17.0% |
| 6M | -14.9% | -39.9% | +25.0% | +19.4% |
| YTD | +66.0% | -22.4% | +88.5% | +96.7% |
| 1Y | +17.2% | -29.0% | +46.2% | +45.6% |
| 3Y | +247.2% | +41.0% | +206.2% | +154.4% |
| All | +247.2% | +41.9% | +205.3% | +154.4% |
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 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