+174.6%
ARM vs URI
+139.0%
+35.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.0% |
| 7D | -15.2% | -9.8% | -5.4% | -9.1% |
| 30D | -40.7% | +1.7% | -42.4% | -41.0% |
| 3M | -39.1% | -9.1% | -30.0% | -35.1% |
| 6M | -26.4% | +9.9% | -36.3% | -30.1% |
| YTD | +59.7% | +31.2% | +28.5% | +31.9% |
| 1Y | +10.3% | +25.9% | -15.6% | -6.4% |
| 3Y | +228.9% | +147.4% | +81.5% | +74.5% |
| All | +174.6% | +139.0% | +35.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling