+296.4%
ARM vs URI
+128.7%
+167.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +2.9% |
| 7D | +5.5% | -2.0% | +7.4% | +6.8% |
| 30D | -8.2% | -12.9% | +4.8% | -0.1% |
| 3M | -35.9% | -6.7% | -29.2% | -33.0% |
| 6M | +103.1% | +19.0% | +84.1% | +80.7% |
| YTD | +130.6% | +25.5% | +105.1% | +94.6% |
| 1Y | +86.1% | +5.5% | +80.5% | +76.2% |
| All | +296.4% | +128.7% | +167.7% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling