-20.5%
UNH vs ARM
+282.7%
-303.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +2.4% | +19.8% | -17.5% | +2.3% |
| 30D | +7.2% | -21.8% | +29.0% | +7.3% |
| 3M | +0.5% | -26.5% | +27.0% | +0.6% |
| 6M | +3.4% | -3.9% | +7.3% | +2.5% |
| YTD | +25.2% | +82.8% | -57.6% | +22.1% |
| 1Y | +22.7% | +34.3% | -11.6% | +20.2% |
| All | -20.5% | +282.7% | -303.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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