+377.1%
UNP vs ARMK
+317.2%
+60.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.9% |
| 7D | -4.6% | -2.6% | -1.9% | -3.9% |
| 30D | +5.6% | -5.2% | +10.8% | +7.0% |
| 3M | -1.3% | -6.5% | +5.2% | +0.2% |
| 6M | +9.2% | +15.3% | -6.0% | +3.8% |
| YTD | +27.3% | +43.6% | -16.3% | +13.0% |
| 1Y | +35.9% | +42.1% | -6.1% | +20.9% |
| 3Y | +45.5% | +94.0% | -48.5% | +16.0% |
| 5Y | +36.0% | +96.3% | -60.3% | +5.8% |
| 10Y | +307.2% | +126.7% | +180.5% | +185.5% |
| All | +377.1% | +317.2% | +60.0% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling