+367.9%
APP vs UNH
+13.3%
+354.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -4.4% | -1.7% | -2.7% | -4.2% |
| 30D | -10.0% | -3.8% | -6.2% | -9.7% |
| 3M | -41.4% | -4.3% | -37.1% | -41.2% |
| 6M | -41.0% | +38.6% | -79.6% | -42.9% |
| YTD | -54.7% | +20.7% | -75.4% | -55.9% |
| 1Y | -45.3% | +16.0% | -61.3% | -46.6% |
| 3Y | +624.3% | -13.5% | +637.7% | +589.7% |
| 5Y | +329.1% | +3.5% | +325.6% | +275.0% |
| All | +367.9% | +13.3% | +354.5% | +312.6% |
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