-25.5%
UBER vs ARM
+4.6%
-30.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.5% |
| 7D | +5.1% | -15.2% | +20.3% | +5.9% |
| 30D | +0.2% | -40.7% | +40.9% | +2.8% |
| 3M | -2.7% | -39.1% | +36.4% | -0.4% |
| 6M | -13.4% | -26.4% | +13.1% | -14.7% |
| YTD | -16.1% | +59.7% | -75.8% | -28.4% |
| 1Y | -25.5% | +10.3% | -35.9% | -25.2% |
| All | -25.5% | +4.6% | -30.1% | -25.2% |
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