+101.1%
UAL vs ARMK
+125.8%
-24.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.8% |
| 7D | +12.5% | -0.7% | +13.2% | +12.7% |
| 30D | +12.2% | -1.3% | +13.5% | +12.6% |
| 3M | -2.6% | -2.5% | -0.1% | -1.8% |
| 6M | +21.1% | +20.8% | +0.3% | +4.7% |
| YTD | +7.8% | +48.2% | -40.4% | -19.3% |
| 1Y | +25.4% | +45.7% | -20.3% | -5.1% |
| 3Y | +217.3% | +96.6% | +120.8% | +93.0% |
| 5Y | +132.9% | +106.6% | +26.3% | +37.5% |
| 10Y | +101.1% | +132.6% | -31.4% | +15.6% |
| All | +101.1% | +125.8% | -24.7% | +15.6% |
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