-0.4%
UL vs ARMK
+44.7%
-45.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 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% | +10.0% |
| YTD | +4.3% | +48.2% | -43.9% | -6.1% |
| 1Y | -0.4% | +45.7% | -46.2% | -9.8% |
| All | -0.4% | +44.7% | -45.2% | -9.8% |
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 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