+601.7%
UNH vs ARMK
+327.1%
+274.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | +6.5% | -1.8% | +8.2% | +6.7% |
| 3M | +0.8% | -10.9% | +11.7% | +3.1% |
| 6M | +6.1% | +21.2% | -15.2% | +1.0% |
| YTD | +24.5% | +47.0% | -22.5% | +13.1% |
| 1Y | +26.3% | +42.9% | -16.5% | +15.5% |
| 3Y | -20.7% | +95.0% | -115.7% | -33.5% |
| 5Y | -3.6% | +106.2% | -109.8% | -21.9% |
| 10Y | +225.1% | +131.6% | +93.4% | +144.5% |
| All | +601.7% | +327.1% | +274.6% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling