+86.1%
ARM vs URI
+7.3%
+78.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.2% |
| 7D | +5.5% | -2.0% | +7.4% | +6.5% |
| 30D | -8.2% | -12.9% | +4.8% | -2.0% |
| 3M | -35.9% | -6.7% | -29.2% | -33.4% |
| 6M | +103.1% | +19.0% | +84.1% | +90.2% |
| YTD | +130.6% | +25.5% | +105.1% | +107.6% |
| 1Y | +86.1% | +5.5% | +80.5% | +83.5% |
| All | +86.1% | +7.3% | +78.8% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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