+104.6%
UL vs ARMK
+125.8%
-21.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | +6.8% | -1.3% | +8.1% | +6.8% |
| 3M | +5.7% | -2.5% | +8.2% | +5.8% |
| 6M | +15.9% | +20.8% | -4.9% | +12.2% |
| YTD | +4.3% | +48.2% | -43.9% | -2.1% |
| 1Y | -0.4% | +45.7% | -46.2% | -6.3% |
| 3Y | +35.0% | +96.6% | -61.6% | +20.5% |
| 5Y | +31.6% | +106.6% | -75.0% | +15.4% |
| 10Y | +104.6% | +132.6% | -27.9% | +75.8% |
| All | +104.6% | +125.8% | -21.2% | +75.8% |
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