+41.8%
ULTA vs ARMK
+146.8%
-105.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -1.2% | +2.4% | -3.6% | -2.5% |
| 3M | +13.4% | +6.1% | +7.3% | +10.4% |
| 6M | -15.6% | +41.8% | -57.4% | -26.9% |
| YTD | -10.4% | +55.5% | -66.0% | -25.4% |
| 1Y | +5.5% | +49.6% | -44.1% | -10.9% |
| 3Y | +31.0% | +122.8% | -91.8% | -8.4% |
| 5Y | +41.8% | +151.0% | -109.2% | -11.0% |
| All | +41.8% | +146.8% | -105.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling