+108.1%
UL vs ARMK
+131.4%
-23.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.3% | +2.7% | -2.3% | 0.0% |
| 30D | +3.7% | -1.5% | +5.2% | +3.7% |
| 3M | +5.6% | -11.6% | +17.2% | +7.2% |
| 6M | +17.2% | +6.7% | +10.5% | +15.7% |
| YTD | +3.9% | +47.4% | -43.6% | -2.4% |
| 1Y | 0.0% | +41.5% | -41.5% | -5.5% |
| 3Y | +34.8% | +95.5% | -60.7% | +20.5% |
| 5Y | +32.4% | +108.4% | -76.0% | +15.9% |
| All | +108.1% | +131.4% | -23.3% | +78.9% |
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