+149.1%
USB vs ARMK
+350.8%
-201.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.4% | -2.4% | +3.8% | +2.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +15.2% | +6.7% | +8.6% | +12.0% |
| 6M | +18.8% | +38.8% | -20.0% | +3.4% |
| YTD | +21.0% | +55.2% | -34.2% | +0.5% |
| 1Y | +34.0% | +46.6% | -12.6% | +13.7% |
| 3Y | +95.3% | +112.9% | -17.6% | +40.8% |
| 5Y | +40.4% | +144.0% | -103.6% | -5.7% |
| 10Y | +107.3% | +132.4% | -25.1% | +37.4% |
| All | +149.1% | +350.8% | -201.8% | +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