+1,315.3%
AMAT vs UNH
+236.6%
+1,078.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.5% | +11.1% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | -26.9% | +4.8% | -31.7% | -28.1% |
| 3M | -31.2% | -1.7% | -29.5% | -31.0% |
| 6M | -14.7% | +5.9% | -20.6% | -17.1% |
| YTD | +44.7% | +22.8% | +21.9% | +31.3% |
| 1Y | +62.0% | +25.9% | +36.0% | +45.3% |
| 3Y | +165.0% | -21.4% | +186.4% | +165.5% |
| 5Y | +147.1% | -6.3% | +153.4% | +116.5% |
| 10Y | +1,315.3% | +231.0% | +1,084.3% | +703.3% |
| All | +1,315.3% | +236.6% | +1,078.7% | +703.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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