+91.9%
ARMK vs UMAC
+549.5%
-457.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.9% | +1.3% |
| 7D | +1.7% | +14.7% | -13.0% | +1.6% |
| 30D | +3.1% | -0.5% | +3.6% | +3.1% |
| 3M | +9.2% | +0.5% | +8.7% | +9.1% |
| 6M | +43.7% | +57.9% | -14.3% | +42.5% |
| YTD | +57.4% | +103.9% | -46.6% | +55.5% |
| 1Y | +51.9% | +159.3% | -107.4% | +49.6% |
| All | +91.9% | +549.5% | -457.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling