+32.8%
USB vs ARMK
+35.1%
-2.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.4% |
| 7D | -1.5% | -10.2% | +8.7% | +0.4% |
| 30D | +4.3% | -9.3% | +13.6% | +6.0% |
| 3M | -6.1% | -11.4% | +5.3% | -4.0% |
| 6M | +9.4% | +11.6% | -2.2% | +5.1% |
| YTD | +15.2% | +37.5% | -22.3% | +1.0% |
| 1Y | +32.8% | +34.9% | -2.2% | +17.4% |
| All | +32.8% | +35.1% | -2.3% | +17.4% |
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