+1.1%
UL vs ARMK
+41.1%
-40.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.4% | +3.5% |
| 7D | +4.7% | -5.8% | +10.5% | +5.0% |
| 30D | +11.6% | -5.3% | +16.8% | +11.8% |
| 3M | +5.3% | -6.7% | +12.0% | +5.6% |
| 6M | +16.0% | +17.4% | -1.3% | +10.0% |
| YTD | +5.0% | +43.0% | -38.1% | -5.9% |
| 1Y | +1.1% | +40.3% | -39.2% | -8.3% |
| All | +1.1% | +41.1% | -40.0% | -8.3% |
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