+31.8%
USB vs ARMK
+40.7%
-8.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | +5.8% | -5.2% | +11.0% | +6.7% |
| 3M | -6.0% | -6.5% | +0.6% | -4.8% |
| 6M | +7.8% | +15.3% | -7.5% | +3.2% |
| YTD | +14.6% | +43.6% | -29.0% | -0.4% |
| 1Y | +31.8% | +42.1% | -10.3% | +15.0% |
| All | +31.8% | +40.7% | -8.9% | +15.0% |
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