+174.8%
ULTA vs ARMK
+131.4%
+43.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.5% | +2.7% | -0.2% | +1.2% |
| 30D | +11.5% | -1.5% | +13.0% | +11.7% |
| 3M | +28.1% | -11.6% | +39.7% | +34.5% |
| 6M | +34.2% | +6.7% | +27.5% | +28.4% |
| YTD | +9.2% | +47.4% | -38.2% | -11.3% |
| 1Y | +23.7% | +41.5% | -17.7% | +2.5% |
| 3Y | +69.2% | +95.5% | -26.4% | +16.3% |
| 5Y | +66.6% | +108.4% | -41.8% | +7.2% |
| All | +174.8% | +131.4% | +43.4% | +45.6% |
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 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