+527.5%
APP vs UNH
+18.2%
+509.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.9% |
| 7D | +4.6% | +3.4% | +1.2% | +4.3% |
| 30D | +56.0% | +3.0% | +53.0% | +55.5% |
| 3M | +30.8% | +2.7% | +28.1% | +30.4% |
| 6M | -9.8% | +2.8% | -12.6% | -10.1% |
| YTD | -39.3% | +25.9% | -65.2% | -41.2% |
| 1Y | -26.4% | +25.8% | -52.2% | -28.8% |
| 3Y | +887.9% | -20.0% | +908.0% | +893.6% |
| 5Y | +264.1% | -2.8% | +266.9% | +235.1% |
| All | +527.5% | +18.2% | +509.2% | +450.6% |
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