+147.4%
URI vs ARMK
+91.9%
+55.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.3% | -1.1% |
| 7D | -9.8% | -2.6% | -7.2% | -8.5% |
| 30D | +1.7% | -5.2% | +6.9% | +4.3% |
| 3M | -9.1% | -6.5% | -2.5% | -6.4% |
| 6M | +9.9% | +15.3% | -5.4% | +1.2% |
| YTD | +31.2% | +43.6% | -12.4% | +7.8% |
| 1Y | +25.9% | +42.1% | -16.1% | +4.0% |
| 3Y | +147.4% | +94.0% | +53.4% | +75.2% |
| All | +147.4% | +91.9% | +55.4% | +75.2% |
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