+46.9%
UNP vs ARMK
+120.0%
-73.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -5.3% | -2.4% | -2.9% | -4.7% |
| 30D | -1.5% | 0.0% | -1.6% | -1.7% |
| 3M | +10.3% | +6.7% | +3.6% | +7.9% |
| 6M | +9.7% | +38.8% | -29.2% | -1.0% |
| YTD | +27.1% | +55.2% | -28.1% | +10.9% |
| 1Y | +32.6% | +46.6% | -14.0% | +17.4% |
| All | +46.9% | +120.0% | -73.0% | +16.5% |
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 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