+122.4%
ARMK vs URA
+278.3%
-155.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +3.3% |
| 7D | -2.6% | -4.1% | +1.5% | -1.5% |
| 30D | -5.2% | -19.0% | +13.8% | 0.0% |
| 3M | -6.5% | -25.1% | +18.6% | +0.3% |
| 6M | +15.3% | -44.5% | +59.8% | +32.4% |
| YTD | +43.6% | -24.3% | +67.9% | +48.7% |
| 1Y | +42.1% | -28.1% | +70.2% | +48.5% |
| 3Y | +94.0% | +40.7% | +53.3% | +54.3% |
| 5Y | +96.3% | +35.5% | +60.8% | +50.6% |
| All | +122.4% | +278.3% | -155.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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