+24.8%
USAR vs ARMK
+47.4%
-22.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -0.7% |
| 30D | +2.6% | 0.0% | +2.6% | +3.0% |
| 3M | -35.0% | +6.7% | -41.7% | -37.6% |
| 6M | -6.9% | +38.8% | -45.7% | -26.3% |
| YTD | +48.0% | +55.2% | -7.2% | +5.6% |
| 1Y | +24.8% | +46.6% | -21.8% | 0.0% |
| All | +24.8% | +47.4% | -22.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling