+8,520.0%
AMD vs UNH
+224.8%
+8,295.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.3% | +5.7% |
| 7D | +44.7% | +2.4% | +42.4% | +43.6% |
| 30D | -3.3% | +7.2% | -10.6% | -5.6% |
| 3M | +21.2% | +0.5% | +20.7% | +20.8% |
| 6M | +30.6% | +3.4% | +27.1% | +27.9% |
| YTD | +173.3% | +25.2% | +148.1% | +146.4% |
| 1Y | +126.1% | +22.7% | +103.4% | +104.9% |
| 3Y | +393.5% | -20.3% | +413.8% | +393.6% |
| 5Y | +295.8% | -3.4% | +299.2% | +246.4% |
| All | +8,520.0% | +224.8% | +8,295.2% | +5,162.9% |
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