+272.1%
ARMK vs URA
+65.1%
+207.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +3.4% |
| 7D | -2.6% | -4.1% | +1.5% | -1.6% |
| 30D | -5.2% | -19.0% | +13.8% | -0.2% |
| 3M | -6.5% | -25.1% | +18.6% | -0.1% |
| 6M | +15.3% | -44.5% | +59.8% | +31.4% |
| YTD | +43.6% | -24.3% | +67.9% | +48.6% |
| 1Y | +42.1% | -28.1% | +70.2% | +48.4% |
| 3Y | +94.0% | +40.7% | +53.3% | +58.3% |
| 5Y | +96.3% | +35.5% | +60.8% | +55.2% |
| 10Y | +126.7% | +281.2% | -154.5% | +16.8% |
| All | +272.1% | +65.1% | +207.0% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling