+112.3%
UAL vs ARMK
+96.3%
+16.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.4% | -1.5% |
| 7D | +8.2% | -2.6% | +10.8% | +10.0% |
| 30D | +2.3% | -5.2% | +7.5% | +6.0% |
| 3M | -12.7% | -6.5% | -6.2% | -9.0% |
| 6M | +12.7% | +15.3% | -2.6% | -1.9% |
| YTD | +0.8% | +43.6% | -42.8% | -27.5% |
| 1Y | +17.8% | +42.1% | -24.3% | -14.6% |
| 3Y | +206.7% | +94.0% | +112.7% | +63.8% |
| All | +112.3% | +96.3% | +16.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling