-13.1%
UNH vs ARM
+349.4%
-362.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -1.0% |
| 7D | +1.1% | +5.5% | -4.4% | +1.0% |
| 30D | -3.8% | -8.2% | +4.4% | -3.7% |
| 3M | +0.7% | -35.9% | +36.7% | +1.0% |
| 6M | +37.9% | +103.1% | -65.3% | +35.0% |
| YTD | +21.9% | +130.6% | -108.7% | +19.0% |
| 1Y | +31.4% | +86.1% | -54.7% | +28.8% |
| All | -13.1% | +349.4% | -362.4% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling