+216.1%
UNH vs ARMK
+131.4%
+84.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.4% | +2.7% | +0.7% | +2.8% |
| 30D | +3.0% | -1.5% | +4.5% | +3.1% |
| 3M | +2.7% | -11.6% | +14.3% | +5.2% |
| 6M | +2.8% | +6.7% | -4.0% | +0.9% |
| YTD | +25.9% | +47.4% | -21.5% | +14.9% |
| 1Y | +25.8% | +41.5% | -15.7% | +15.8% |
| 3Y | -20.0% | +95.5% | -115.6% | -32.3% |
| 5Y | -2.8% | +108.4% | -111.2% | -20.5% |
| All | +216.1% | +131.4% | +84.7% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling