+129.3%
UL vs ARMK
+317.2%
-187.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.2% |
| 7D | +1.1% | -2.6% | +3.8% | +1.4% |
| 30D | +8.2% | -5.2% | +13.4% | +8.9% |
| 3M | +4.5% | -6.5% | +11.1% | +5.3% |
| 6M | +12.6% | +15.3% | -2.7% | +9.5% |
| YTD | +3.5% | +43.6% | -40.1% | -2.8% |
| 1Y | -0.4% | +42.1% | -42.5% | -6.4% |
| 3Y | +36.0% | +94.0% | -58.0% | +20.4% |
| 5Y | +30.9% | +96.3% | -65.3% | +14.3% |
| 10Y | +97.5% | +126.7% | -29.1% | +63.6% |
| All | +129.3% | +317.2% | -187.9% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling