-9.3%
UL vs ARMK
+47.4%
-56.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +17.6% | +6.7% | +10.9% | +15.9% |
| 6M | -5.4% | +38.8% | -44.2% | -11.6% |
| YTD | +0.7% | +55.2% | -54.5% | -8.0% |
| 1Y | -9.3% | +46.6% | -55.9% | -17.1% |
| All | -9.3% | +47.4% | -56.7% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling