+141.8%
UMC vs ARMK
+148.1%
-6.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.6% | +4.5% |
| 7D | +6.6% | +1.7% | +4.9% | +5.8% |
| 30D | +16.6% | +3.1% | +13.4% | +14.8% |
| 3M | +11.0% | +9.2% | +1.8% | +6.4% |
| 6M | +131.3% | +43.7% | +87.6% | +97.3% |
| YTD | +182.5% | +57.4% | +125.1% | +130.5% |
| 1Y | +222.3% | +51.9% | +170.4% | +166.1% |
| 3Y | +253.0% | +125.4% | +127.6% | +132.4% |
| 5Y | +141.8% | +149.1% | -7.2% | +48.7% |
| All | +141.8% | +148.1% | -6.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling