+245.3%
UNH vs ARMK
+134.7%
+110.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -3.8% | +2.4% | -6.2% | -4.4% |
| 3M | -4.3% | +6.1% | -10.3% | -5.6% |
| 6M | +38.6% | +41.8% | -3.1% | +28.2% |
| YTD | +20.7% | +55.5% | -34.9% | +9.2% |
| 1Y | +16.0% | +49.6% | -33.6% | +5.8% |
| 3Y | -13.5% | +122.8% | -136.2% | -28.8% |
| 5Y | +3.5% | +151.0% | -147.5% | -18.9% |
| 10Y | +245.3% | +138.0% | +107.4% | +175.1% |
| All | +245.3% | +134.7% | +110.6% | +175.1% |
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