+1,798.0%
UMC vs ARMK
+138.5%
+1,659.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +11.4% | -0.9% | +12.3% | +11.6% |
| 30D | +16.8% | -5.9% | +22.7% | +18.4% |
| 3M | +19.1% | +6.7% | +12.4% | +17.0% |
| 6M | +137.4% | +42.5% | +94.9% | +118.3% |
| YTD | +186.4% | +55.1% | +131.2% | +157.7% |
| 1Y | +229.1% | +50.3% | +178.8% | +197.8% |
| 3Y | +257.9% | +122.2% | +135.7% | +194.1% |
| 5Y | +137.5% | +155.2% | -17.6% | +90.0% |
| All | +1,798.0% | +138.5% | +1,659.4% | +1,513.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling