+203.4%
URI vs ARMK
+144.6%
+58.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -2.0% | -2.4% | +0.4% | -0.7% |
| 30D | -12.9% | 0.0% | -13.0% | -13.2% |
| 3M | -6.7% | +6.7% | -13.4% | -10.5% |
| 6M | +19.0% | +38.8% | -19.8% | -2.8% |
| YTD | +25.5% | +55.2% | -29.6% | -4.5% |
| 1Y | +5.5% | +46.6% | -41.1% | -17.2% |
| 3Y | +111.3% | +112.9% | -1.6% | +27.0% |
| All | +203.4% | +144.6% | +58.8% | +61.6% |
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 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