+6,351.7%
AMD vs UNH
+233.5%
+6,118.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -11.0% | -3.2% | -7.9% | -9.9% |
| 30D | -30.5% | +4.8% | -35.3% | -31.6% |
| 3M | -8.2% | -1.8% | -6.4% | -7.8% |
| 6M | +6.6% | +8.6% | -2.0% | +2.6% |
| YTD | +109.7% | +21.8% | +87.9% | +90.9% |
| 1Y | +88.9% | +25.8% | +63.1% | +69.6% |
| 3Y | +301.8% | -21.3% | +323.1% | +302.4% |
| 5Y | +229.4% | -5.3% | +234.7% | +190.6% |
| All | +6,351.7% | +233.5% | +6,118.2% | +4,569.7% |
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