+1,151.9%
URI vs ARMK
+131.1%
+1,020.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +9.3% | +7.1% | +2.2% | +5.5% |
| 30D | +7.6% | -1.6% | +9.2% | +8.4% |
| 3M | +1.0% | -10.5% | +11.6% | +6.9% |
| 6M | +19.8% | +11.8% | +8.1% | +12.3% |
| YTD | +41.9% | +47.3% | -5.4% | +14.5% |
| 1Y | +33.4% | +41.5% | -8.1% | +9.8% |
| 3Y | +156.0% | +95.3% | +60.7% | +74.1% |
| 5Y | +209.5% | +108.1% | +101.4% | +101.6% |
| All | +1,151.9% | +131.1% | +1,020.7% | +681.1% |
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