+20.3%
ARM vs USAR
-50.4%
+70.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.5% | +0.2% | +4.5% |
| 7D | -5.3% | -1.1% | -4.3% | -4.9% |
| 30D | -30.0% | -30.3% | +0.2% | -21.5% |
| 3M | -34.1% | -54.7% | +20.6% | -15.9% |
| 6M | -12.6% | -67.5% | +54.9% | +19.4% |
| YTD | +70.4% | -26.4% | +96.8% | +98.4% |
| All | +20.3% | -50.4% | +70.7% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling