-31.6%
ARM vs URI
-0.1%
-31.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -1.8% |
| 7D | -18.7% | -4.3% | -14.4% | -15.6% |
| 30D | -36.7% | +4.6% | -41.3% | -38.2% |
| 3M | -31.6% | -2.1% | -29.5% | -32.4% |
| All | -31.6% | -0.1% | -31.5% | -32.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling