+587.3%
UNH vs ARMK
+350.8%
+236.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | -3.8% | 0.0% | -3.8% | -3.9% |
| 3M | +0.7% | +6.7% | -5.9% | -0.9% |
| 6M | +37.9% | +38.8% | -1.0% | +27.6% |
| YTD | +21.9% | +55.2% | -33.2% | +9.7% |
| 1Y | +31.4% | +46.6% | -15.2% | +19.7% |
| 3Y | -11.4% | +112.9% | -124.3% | -27.2% |
| 5Y | +2.5% | +144.0% | -141.4% | -20.2% |
| 10Y | +242.9% | +132.4% | +110.4% | +159.8% |
| All | +587.3% | +350.8% | +236.5% | +360.5% |
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 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