+1,272.7%
UMC vs ARMK
+131.4%
+1,141.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +11.2% | +2.7% | +8.5% | +10.5% |
| 30D | -28.0% | -1.5% | -26.6% | -27.6% |
| 3M | -20.5% | -11.6% | -9.0% | -18.1% |
| 6M | -1.6% | +6.7% | -8.3% | -2.9% |
| YTD | +99.4% | +47.4% | +52.0% | +82.0% |
| 1Y | +120.4% | +41.5% | +78.9% | +103.0% |
| 3Y | +134.2% | +95.5% | +38.7% | +98.7% |
| 5Y | +78.8% | +108.4% | -29.5% | +48.7% |
| All | +1,272.7% | +131.4% | +1,141.4% | +1,087.5% |
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