-34.9%
AUR vs ARMK
+123.5%
-158.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +1.7% |
| 7D | +19.2% | +1.7% | +17.5% | +17.8% |
| 30D | -7.8% | +3.1% | -10.9% | -10.0% |
| 3M | +4.0% | +9.2% | -5.2% | -3.2% |
| 6M | +45.0% | +43.7% | +1.3% | +9.5% |
| YTD | +69.5% | +57.4% | +12.2% | +19.0% |
| 1Y | +13.0% | +51.9% | -38.8% | -18.7% |
| 3Y | +90.4% | +125.4% | -35.0% | -5.3% |
| 5Y | -34.2% | +149.1% | -183.3% | -68.9% |
| All | -34.9% | +123.5% | -158.4% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling