+107.5%
UAL vs ARMK
+131.8%
-24.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +0.7% | -2.4% | +3.1% | +2.4% |
| 30D | -16.1% | 0.0% | -16.1% | -16.4% |
| 3M | +6.1% | +6.7% | -0.5% | +1.2% |
| 6M | +10.8% | +38.8% | -28.0% | -12.3% |
| YTD | -0.4% | +55.2% | -55.6% | -27.4% |
| 1Y | +5.0% | +46.6% | -41.6% | -20.4% |
| 3Y | +124.0% | +112.9% | +11.1% | +29.4% |
| 5Y | +141.0% | +144.0% | -3.0% | +28.5% |
| All | +107.5% | +131.8% | -24.3% | +19.9% |
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 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