+30.6%
USAR vs ARMK
+50.1%
-19.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.6% |
| 7D | +2.3% | +1.7% | +0.6% | +1.2% |
| 30D | -8.6% | +3.1% | -11.8% | -10.0% |
| 3M | -20.5% | +9.2% | -29.7% | -24.8% |
| 6M | +1.2% | +43.7% | -42.5% | -21.5% |
| YTD | +48.4% | +57.4% | -9.0% | +5.7% |
| 1Y | +30.6% | +51.9% | -21.2% | +0.2% |
| All | +30.6% | +50.1% | -19.4% | +0.2% |
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 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