+73.7%
UAL vs ARMK
+131.4%
-57.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -3.0% | +2.7% | -5.7% | -4.7% |
| 30D | +10.5% | -1.5% | +11.9% | +11.0% |
| 3M | -13.5% | -11.6% | -1.9% | -6.4% |
| 6M | +14.2% | +6.7% | +7.5% | +8.3% |
| YTD | -2.2% | +47.4% | -49.7% | -26.6% |
| 1Y | +12.5% | +41.5% | -29.0% | -13.1% |
| 3Y | +186.8% | +95.5% | +91.3% | +75.1% |
| 5Y | +119.4% | +108.4% | +11.0% | +28.8% |
| All | +73.7% | +131.4% | -57.7% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling