+506.6%
APP vs UNH
+17.5%
+489.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.7% |
| 7D | +61.1% | +0.2% | +60.9% | +60.9% |
| 30D | +42.8% | +6.8% | +36.0% | +41.7% |
| 3M | +16.7% | -0.3% | +16.9% | +16.6% |
| 6M | -15.6% | +7.9% | -23.5% | -16.2% |
| YTD | -41.3% | +25.1% | -66.5% | -43.1% |
| 1Y | -39.3% | +29.3% | -68.6% | -41.4% |
| 3Y | +803.2% | -20.3% | +823.5% | +807.7% |
| 5Y | +313.2% | -3.6% | +316.7% | +280.5% |
| All | +506.6% | +17.5% | +489.1% | +432.6% |
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