+21.2%
ARM vs USAR
-54.4%
+75.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | +0.7% |
| 7D | -10.4% | -9.1% | -1.3% | -7.4% |
| 30D | -31.8% | -36.9% | +5.1% | -21.0% |
| 3M | -32.2% | -58.4% | +26.2% | -11.0% |
| 6M | -14.9% | -70.6% | +55.7% | +20.4% |
| YTD | +66.0% | -33.4% | +99.5% | +99.6% |
| All | +21.2% | -54.4% | +75.6% | +52.6% |
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