+96.5%
UAL vs ARMK
+130.7%
-34.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +2.3% | +2.8% | -0.5% | +0.4% |
| 30D | +13.3% | -1.8% | +15.1% | +14.2% |
| 3M | -6.3% | -10.9% | +4.6% | +0.9% |
| 6M | +22.5% | +21.2% | +1.3% | +5.7% |
| YTD | +5.9% | +47.0% | -41.2% | -20.4% |
| 1Y | +24.7% | +42.9% | -18.2% | -4.3% |
| 3Y | +211.6% | +95.0% | +116.6% | +90.5% |
| 5Y | +130.6% | +106.2% | +24.3% | +36.3% |
| 10Y | +96.5% | +131.6% | -35.1% | +13.7% |
| All | +96.5% | +130.7% | -34.3% | +13.7% |
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