-24.5%
UBER vs ARM
+32.9%
-57.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.1% | -11.2% | +0.3% |
| 7D | +1.2% | +6.0% | -4.9% | +0.7% |
| 30D | -1.1% | -20.3% | +19.2% | -0.2% |
| 3M | -10.0% | -24.4% | +14.4% | -9.1% |
| 6M | -7.2% | -4.4% | -2.8% | -10.9% |
| YTD | -13.5% | +86.0% | -99.5% | -26.8% |
| 1Y | -24.5% | +35.8% | -60.3% | -27.0% |
| All | -24.5% | +32.9% | -57.4% | -27.0% |
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