+67.6%
UBER vs ARMK
+162.4%
-94.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.6% | +2.7% | -1.1% | +0.2% |
| 30D | +0.6% | -1.5% | +2.1% | +0.8% |
| 3M | -8.2% | -11.6% | +3.4% | -2.5% |
| 6M | -6.7% | +6.7% | -13.5% | -11.4% |
| YTD | -14.7% | +47.4% | -62.1% | -33.5% |
| 1Y | -24.1% | +41.5% | -65.6% | -39.6% |
| 3Y | +33.4% | +95.5% | -62.1% | -16.3% |
| 5Y | +54.5% | +108.4% | -53.9% | -7.4% |
| All | +67.6% | +162.4% | -94.7% | -32.6% |
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