+214.0%
ARM vs URI
+136.1%
+77.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.1% | -6.0% | -8.6% |
| 7D | -27.1% | -12.9% | -14.2% | -20.1% |
| 30D | -44.9% | -3.4% | -41.5% | -43.5% |
| 3M | -39.3% | -10.0% | -29.3% | -34.9% |
| 6M | -20.2% | +12.2% | -32.4% | -24.8% |
| YTD | +52.5% | +29.8% | +22.8% | +27.1% |
| 1Y | +4.1% | +24.6% | -20.5% | -11.0% |
| All | +214.0% | +136.1% | +77.9% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling