+201.6%
ARM vs USB
+97.7%
+103.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -6.6% |
| 7D | -18.7% | +2.4% | -21.1% | -20.1% |
| 30D | -36.7% | +6.6% | -43.2% | -39.7% |
| 3M | -31.6% | -4.1% | -27.5% | -30.0% |
| 6M | -5.6% | +12.5% | -18.1% | -15.1% |
| YTD | +75.5% | +17.6% | +57.8% | +51.4% |
| 1Y | +19.3% | +36.5% | -17.2% | -9.2% |
| 3Y | +258.6% | +95.4% | +163.2% | +102.3% |
| All | +201.6% | +97.7% | +103.9% | +70.9% |
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