+54.3%
UNP vs ARMK
+96.6%
-42.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +2.7% | +1.6% | +3.5% |
| 30D | +5.6% | -1.5% | +7.1% | +5.7% |
| 3M | +2.0% | -11.6% | +13.6% | +5.3% |
| 6M | +15.4% | +6.7% | +8.7% | +12.4% |
| YTD | +32.7% | +47.4% | -14.7% | +17.0% |
| 1Y | +39.4% | +41.5% | -2.1% | +24.3% |
| 3Y | +54.3% | +95.5% | -41.2% | +28.9% |
| All | +54.3% | +96.6% | -42.3% | +28.9% |
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