+131.6%
ARMK vs URA
+277.9%
-146.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.0% |
| 30D | -1.8% | -10.8% | +9.0% | +1.1% |
| 3M | -10.9% | -25.5% | +14.7% | -4.3% |
| 6M | +21.2% | -41.2% | +62.5% | +37.3% |
| YTD | +47.0% | -21.3% | +68.3% | +50.6% |
| 1Y | +42.9% | -25.7% | +68.6% | +48.2% |
| 3Y | +95.0% | +43.1% | +51.9% | +54.6% |
| 5Y | +106.2% | +35.6% | +70.6% | +59.2% |
| 10Y | +131.6% | +281.3% | -149.7% | +14.4% |
| All | +131.6% | +277.9% | -146.3% | +14.4% |
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