+71.0%
UBER vs ARMK
+176.8%
-105.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -7.0% | +0.3% | -7.4% | -7.2% |
| 30D | -8.9% | +2.4% | -11.3% | -10.4% |
| 3M | +1.0% | +6.1% | -5.1% | -2.8% |
| 6M | -3.7% | +41.8% | -45.5% | -22.0% |
| YTD | -13.0% | +55.5% | -68.5% | -33.7% |
| 1Y | -25.5% | +49.6% | -75.1% | -42.3% |
| 3Y | +50.5% | +122.8% | -72.3% | -12.0% |
| 5Y | +76.2% | +151.0% | -74.8% | -4.3% |
| All | +71.0% | +176.8% | -105.8% | -32.7% |
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