+199.6%
ARM vs USAR
-19.8%
+219.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.8% |
| 7D | +9.1% | -0.8% | +9.9% | +9.2% |
| 30D | -19.9% | -20.9% | +1.0% | -17.9% |
| 3M | -31.6% | -56.2% | +24.5% | -25.8% |
| 6M | -13.9% | -67.9% | +54.0% | -4.6% |
| YTD | +74.3% | -31.4% | +105.7% | +88.2% |
| 1Y | +35.8% | -45.1% | +80.8% | +47.1% |
| 3Y | +268.6% | -20.3% | +288.9% | +181.0% |
| All | +199.6% | -19.8% | +219.4% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling