+237.6%
UMC vs ARMK
+50.3%
+187.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | +13.6% | +0.3% | +13.3% | +13.5% |
| 30D | +20.8% | +2.4% | +18.4% | +20.0% |
| 3M | +16.1% | +6.1% | +10.1% | +14.2% |
| 6M | +137.3% | +41.8% | +95.5% | +124.5% |
| YTD | +193.8% | +55.5% | +138.2% | +176.9% |
| All | +237.6% | +50.3% | +187.2% | +221.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling