-14.5%
USAR vs ARMK
+101.3%
-115.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +5.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -30.3% | -0.4% | -29.9% | -30.3% |
| 3M | -54.7% | -2.0% | -52.7% | -54.6% |
| 6M | -67.5% | +22.0% | -89.5% | -67.4% |
| YTD | -26.4% | +49.6% | -76.0% | -24.9% |
| 1Y | -49.5% | +46.4% | -95.9% | -48.6% |
| 3Y | -14.5% | +103.2% | -117.7% | -8.1% |
| All | -14.5% | +101.3% | -115.7% | -8.1% |
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