-34.5%
UPS vs ARMK
+96.3%
-130.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -6.9% | -3.8% |
| 7D | 0.0% | -2.6% | +2.7% | +0.7% |
| 30D | +17.3% | -5.2% | +22.5% | +18.9% |
| 3M | +6.6% | -6.5% | +13.1% | +8.3% |
| 6M | +12.0% | +15.3% | -3.3% | +6.0% |
| YTD | +14.4% | +43.6% | -29.2% | +0.5% |
| 1Y | +23.3% | +42.1% | -18.7% | +8.7% |
| 3Y | -9.6% | +94.0% | -103.6% | -31.1% |
| All | -34.5% | +96.3% | -130.8% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling