-11.8%
UNH vs ARMK
+125.3%
-137.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +1.1% | +1.7% | -0.5% | +0.9% |
| 30D | -1.5% | +3.1% | -4.7% | -2.0% |
| 3M | -0.8% | +9.2% | -10.1% | -2.1% |
| 6M | +41.8% | +43.7% | -1.9% | +34.7% |
| YTD | +23.1% | +57.4% | -34.3% | +15.1% |
| 1Y | +28.5% | +51.9% | -23.3% | +20.8% |
| 3Y | -11.8% | +125.4% | -137.2% | -17.5% |
| All | -11.8% | +125.3% | -137.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling