+121.0%
ULTA vs ARMK
+138.5%
-17.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -3.9% | -0.9% | -2.9% | -3.5% |
| 30D | -1.1% | -5.9% | +4.9% | +1.6% |
| 3M | +13.8% | +6.7% | +7.1% | +9.7% |
| 6M | -17.2% | +42.5% | -59.8% | -30.9% |
| YTD | -11.5% | +55.1% | -66.6% | -29.4% |
| 1Y | +3.9% | +50.3% | -46.4% | -16.0% |
| 3Y | +29.5% | +122.2% | -92.7% | -16.0% |
| 5Y | +42.9% | +155.2% | -112.3% | -16.7% |
| All | +121.0% | +138.5% | -17.6% | +15.9% |
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