+131.4%
UL vs ARMK
+334.6%
-203.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.3% |
| 7D | +0.3% | +0.9% | -0.7% | 0.0% |
| 30D | +7.0% | -0.4% | +7.4% | +6.8% |
| 3M | +5.8% | -2.0% | +7.8% | +5.8% |
| 6M | +16.1% | +22.0% | -5.8% | +12.0% |
| YTD | +4.5% | +49.6% | -45.1% | -2.5% |
| 1Y | -1.3% | +46.4% | -47.6% | -7.6% |
| 3Y | +35.0% | +103.2% | -68.3% | +18.7% |
| 5Y | +31.9% | +108.1% | -76.2% | +14.2% |
| 10Y | +99.3% | +129.4% | -30.2% | +65.3% |
| All | +131.4% | +334.6% | -203.2% | +73.6% |
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