+261.2%
ARM vs USAR
-14.5%
+275.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.5% | +0.2% | +6.0% |
| 7D | -5.3% | -1.1% | -4.3% | -5.2% |
| 30D | -30.0% | -30.3% | +0.2% | -27.4% |
| 3M | -34.1% | -54.7% | +20.6% | -28.8% |
| 6M | -12.6% | -67.5% | +54.9% | -3.8% |
| YTD | +70.4% | -26.4% | +96.8% | +82.6% |
| 1Y | +22.3% | -49.5% | +71.8% | +31.6% |
| 3Y | +261.2% | -14.5% | +275.6% | +116.4% |
| All | +261.2% | -14.5% | +275.6% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling