+92.6%
UAL vs ARMK
+123.7%
-31.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.4% | -1.0% |
| 7D | +8.2% | -2.6% | +10.8% | +9.8% |
| 30D | +2.3% | -5.2% | +7.5% | +5.5% |
| 3M | -12.7% | -6.5% | -6.2% | -9.4% |
| 6M | +12.7% | +15.3% | -2.6% | +0.6% |
| YTD | +0.8% | +43.6% | -42.8% | -23.0% |
| 1Y | +17.8% | +42.1% | -24.3% | -9.3% |
| 3Y | +206.7% | +94.0% | +112.7% | +88.1% |
| 5Y | +113.9% | +96.3% | +17.6% | +30.6% |
| All | +92.6% | +123.7% | -31.1% | +12.6% |
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