+89.2%
ARMK vs UMAC
+494.0%
-404.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | 0.0% | -7.7% | +7.7% | +0.1% |
| 3M | +6.7% | -26.4% | +33.1% | +6.8% |
| 6M | +38.8% | +61.9% | -23.0% | +37.6% |
| YTD | +55.2% | +86.5% | -31.3% | +53.5% |
| 1Y | +46.6% | +156.3% | -109.7% | +44.5% |
| All | +89.2% | +494.0% | -404.8% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling