-35.1%
AUR vs ARMK
+160.7%
-195.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | -0.9% |
| 7D | +1.4% | +3.1% | -1.7% | -1.0% |
| 30D | -6.4% | -2.8% | -3.6% | -4.1% |
| 3M | +7.7% | +7.6% | +0.1% | +1.1% |
| 6M | +44.5% | +47.9% | -3.4% | +4.5% |
| YTD | +67.4% | +60.0% | +7.4% | +13.0% |
| 1Y | +15.4% | +52.2% | -36.8% | -19.1% |
| 3Y | +94.8% | +131.4% | -36.6% | -11.6% |
| All | -35.1% | +160.7% | -195.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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