+281.0%
ARMK vs URA
+71.7%
+209.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.1% |
| 30D | -1.8% | -10.8% | +9.0% | +1.0% |
| 3M | -10.9% | -25.5% | +14.7% | -4.6% |
| 6M | +21.2% | -41.2% | +62.5% | +36.3% |
| YTD | +47.0% | -21.3% | +68.3% | +50.7% |
| 1Y | +42.9% | -25.7% | +68.6% | +48.1% |
| 3Y | +95.0% | +43.1% | +51.9% | +58.7% |
| 5Y | +106.2% | +35.6% | +70.6% | +63.7% |
| 10Y | +131.6% | +281.3% | -149.7% | +18.9% |
| All | +281.0% | +71.7% | +209.3% | +107.4% |
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 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