+144.5%
ARMK vs URA
+128.0%
+16.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | 0.0% | +7.4% | -7.4% | -1.3% |
| 3M | +6.7% | -8.4% | +15.1% | +7.8% |
| 6M | +38.8% | -12.7% | +51.5% | +40.5% |
| YTD | +55.2% | +7.8% | +47.4% | +49.5% |
| 1Y | +46.6% | +19.5% | +27.2% | +36.3% |
| 3Y | +112.9% | +116.4% | -3.5% | +64.4% |
| All | +144.5% | +128.0% | +16.5% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling