+311.3%
ARM vs USB
+100.6%
+210.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.7% |
| 7D | +11.4% | +2.1% | +9.3% | +9.7% |
| 30D | -7.4% | -2.3% | -5.2% | -6.0% |
| 3M | -24.5% | +13.9% | -38.4% | -32.1% |
| 6M | +128.7% | +21.6% | +107.1% | +93.8% |
| YTD | +139.3% | +19.3% | +119.9% | +105.2% |
| 1Y | +88.0% | +33.6% | +54.4% | +46.2% |
| All | +311.3% | +100.6% | +210.7% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling