+142.1%
USB vs ARMK
+315.5%
-173.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +3.5% |
| 7D | +2.4% | -5.8% | +8.2% | +4.7% |
| 30D | +6.6% | -5.3% | +11.8% | +8.5% |
| 3M | -4.1% | -6.7% | +2.6% | -2.0% |
| 6M | +12.5% | +17.4% | -4.9% | +4.4% |
| YTD | +17.6% | +43.0% | -25.4% | +0.5% |
| 1Y | +36.5% | +40.3% | -3.8% | +17.5% |
| 3Y | +95.4% | +90.8% | +4.6% | +46.6% |
| 5Y | +26.1% | +102.2% | -76.1% | -9.0% |
| 10Y | +101.3% | +125.8% | -24.5% | +34.8% |
| All | +142.1% | +315.5% | -173.4% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling