+296.4%
ARM vs USAR
+73.2%
+223.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.0% |
| 7D | +5.5% | -2.1% | +7.6% | +5.7% |
| 30D | -8.2% | +2.6% | -10.8% | -8.6% |
| 3M | -35.9% | -35.0% | -0.9% | -34.0% |
| 6M | +103.1% | -6.9% | +110.0% | +105.5% |
| YTD | +130.6% | +48.0% | +82.6% | +130.3% |
| 1Y | +86.1% | +24.8% | +61.3% | +88.1% |
| All | +296.4% | +73.2% | +223.3% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling