-26.4%
ARM vs UUUU
-69.0%
+42.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.7% | +4.0% |
| 7D | -15.2% | -13.6% | -1.6% | -5.9% |
| 30D | -40.7% | -35.1% | -5.6% | -20.3% |
| 3M | -39.1% | -48.4% | +9.3% | -8.1% |
| 6M | -26.4% | -71.7% | +45.3% | +50.6% |
| All | -26.4% | -69.0% | +42.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 6mo: compounded portfolio wealth divided by compounded UUUU 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…
6mo analysis · Full analysis span regression · 6 months rolling