+293.8%
UNP vs ARMK
+131.1%
+162.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.1% |
| 7D | -3.3% | +0.9% | -4.2% | -3.6% |
| 30D | +6.7% | -0.4% | +7.1% | +6.5% |
| 3M | +1.8% | -2.0% | +3.8% | +1.9% |
| 6M | +13.3% | +22.0% | -8.6% | +5.9% |
| YTD | +30.3% | +49.6% | -19.3% | +14.3% |
| 1Y | +36.9% | +46.4% | -9.4% | +20.8% |
| 3Y | +50.9% | +103.2% | -52.3% | +18.8% |
| 5Y | +37.9% | +108.1% | -70.2% | +5.6% |
| 10Y | +293.8% | +129.4% | +164.4% | +185.5% |
| All | +293.8% | +131.1% | +162.7% | +185.5% |
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