+1,665.8%
AMAT vs UNH
+249.9%
+1,415.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.7% |
| 7D | +7.0% | +1.1% | +5.9% | +6.6% |
| 30D | -12.2% | -1.5% | -10.7% | -11.8% |
| 3M | -3.8% | -0.8% | -3.0% | -4.1% |
| 6M | +45.9% | +41.8% | +4.1% | +28.0% |
| YTD | +84.6% | +23.1% | +61.6% | +67.6% |
| 1Y | +193.4% | +28.5% | +164.9% | +160.6% |
| 3Y | +228.1% | -11.8% | +239.8% | +206.1% |
| 5Y | +268.9% | +5.3% | +263.6% | +199.8% |
| 10Y | +1,665.8% | +247.4% | +1,418.3% | +731.5% |
| All | +1,665.8% | +249.9% | +1,415.8% | +731.5% |
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