+253.0%
UMC vs ARMK
+125.3%
+127.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.6% | +4.6% |
| 7D | +6.6% | +1.7% | +4.9% | +6.0% |
| 30D | +16.6% | +3.1% | +13.4% | +15.2% |
| 3M | +11.0% | +9.2% | +1.8% | +7.5% |
| 6M | +131.3% | +43.7% | +87.6% | +105.6% |
| YTD | +182.5% | +57.4% | +125.1% | +142.8% |
| 1Y | +222.3% | +51.9% | +170.4% | +179.7% |
| 3Y | +253.0% | +125.4% | +127.6% | +162.0% |
| All | +253.0% | +125.3% | +127.8% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling