+42.5%
UBER vs ARM
+223.5%
-181.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.8% |
| 7D | +5.1% | -15.2% | +20.3% | +7.0% |
| 30D | +0.2% | -40.7% | +40.9% | +6.2% |
| 3M | -2.7% | -39.1% | +36.4% | +2.2% |
| 6M | -13.4% | -26.4% | +13.1% | -13.6% |
| YTD | -16.1% | +59.7% | -75.8% | -26.9% |
| 1Y | -25.5% | +10.3% | -35.9% | -31.2% |
| 3Y | +42.5% | +228.9% | -186.4% | +18.6% |
| All | +42.5% | +223.5% | -181.0% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling