+1,162.1%
AMAT vs UNH
+233.5%
+928.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -14.7% | -3.2% | -11.6% | -13.7% |
| 30D | -36.1% | +4.8% | -40.9% | -37.1% |
| 3M | -36.9% | -1.8% | -35.0% | -36.7% |
| 6M | -22.2% | +8.6% | -30.8% | -25.0% |
| YTD | +29.9% | +21.8% | +8.2% | +18.2% |
| 1Y | +43.3% | +25.8% | +17.4% | +28.4% |
| 3Y | +142.7% | -21.3% | +164.0% | +142.2% |
| 5Y | +126.2% | -5.3% | +131.6% | +96.3% |
| All | +1,162.1% | +233.5% | +928.6% | +612.0% |
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