+132.6%
ARMK vs URA
+289.1%
-156.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.3% | -14.8% | +13.5% | +2.8% |
| 3M | -2.5% | -25.3% | +22.8% | +4.7% |
| 6M | +20.8% | -39.9% | +60.7% | +35.9% |
| YTD | +48.2% | -22.4% | +70.6% | +52.4% |
| 1Y | +45.7% | -29.0% | +74.7% | +53.1% |
| 3Y | +96.6% | +41.0% | +55.6% | +56.5% |
| 5Y | +106.6% | +38.3% | +68.3% | +58.0% |
| 10Y | +132.6% | +276.1% | -143.5% | +15.7% |
| All | +132.6% | +289.1% | -156.5% | +15.7% |
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