+144.6%
URI vs ARMK
+83.8%
+60.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | -5.2% |
| 7D | -12.9% | -10.2% | -2.7% | -8.1% |
| 30D | -3.4% | -9.3% | +5.9% | +1.2% |
| 3M | -10.0% | -11.4% | +1.4% | -4.9% |
| 6M | +12.2% | +11.6% | +0.6% | +5.0% |
| YTD | +29.8% | +37.5% | -7.7% | +9.0% |
| 1Y | +24.6% | +34.9% | -10.3% | +5.6% |
| All | +144.6% | +83.8% | +60.9% | +77.1% |
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 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