-17.6%
UBER vs ARM
+92.2%
-109.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.5% |
| 7D | -3.9% | +5.5% | -9.3% | -4.3% |
| 30D | +11.1% | -8.2% | +19.3% | +11.7% |
| 3M | +4.9% | -35.9% | +40.8% | +8.6% |
| 6M | -1.2% | +103.1% | -104.3% | -12.8% |
| YTD | -7.3% | +130.6% | -137.9% | -20.0% |
| 1Y | -17.6% | +86.1% | -103.7% | -21.9% |
| All | -17.6% | +92.2% | -109.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling