+1,333.4%
UMC vs ARMK
+130.7%
+1,202.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +7.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.3% |
| 30D | -28.7% | -1.8% | -26.9% | -28.2% |
| 3M | -15.1% | -10.9% | -4.2% | -12.6% |
| 6M | +5.0% | +21.2% | -16.3% | +0.5% |
| YTD | +108.2% | +47.0% | +61.2% | +90.2% |
| 1Y | +121.7% | +42.9% | +78.8% | +103.8% |
| 3Y | +139.8% | +95.0% | +44.8% | +103.6% |
| 5Y | +85.1% | +106.2% | -21.1% | +54.1% |
| All | +1,333.4% | +130.7% | +1,202.6% | +1,140.8% |
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