+271.8%
UNP vs ARMK
+136.6%
+135.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | -1.1% | +3.1% | -4.3% | -2.2% |
| 3M | +7.9% | +9.2% | -1.4% | +4.8% |
| 6M | +14.6% | +43.7% | -29.0% | +2.3% |
| YTD | +26.6% | +57.4% | -30.8% | +9.7% |
| 1Y | +35.6% | +51.9% | -16.3% | +18.6% |
| 3Y | +45.5% | +125.4% | -79.9% | +11.2% |
| 5Y | +50.0% | +149.1% | -99.1% | +8.9% |
| 10Y | +271.8% | +135.4% | +136.4% | +172.2% |
| All | +271.8% | +136.6% | +135.2% | +172.2% |
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