+174.6%
ARM vs USAR
-19.1%
+193.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.1% | +3.5% |
| 7D | -15.2% | -14.5% | -0.7% | -13.7% |
| 30D | -40.7% | -37.8% | -2.8% | -37.7% |
| 3M | -39.1% | -52.8% | +13.7% | -34.4% |
| 6M | -26.4% | -71.2% | +44.8% | -18.1% |
| YTD | +59.7% | -30.9% | +90.6% | +72.3% |
| 1Y | +10.3% | -48.0% | +58.4% | +19.5% |
| 3Y | +228.9% | -19.7% | +248.6% | +150.7% |
| All | +174.6% | -19.1% | +193.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling