-49.2%
USAR vs ARMK
+46.1%
-95.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +3.7% |
| 7D | -1.1% | +0.9% | -2.0% | -1.7% |
| 30D | -30.3% | -0.4% | -29.9% | -30.0% |
| 3M | -54.7% | -2.0% | -52.7% | -53.9% |
| 6M | -67.5% | +22.0% | -89.5% | -70.0% |
| YTD | -26.4% | +49.6% | -76.0% | -35.4% |
| All | -49.2% | +46.1% | -95.3% | -55.3% |
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