+358.8%
APP vs UNH
+3.9%
+354.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +0.1% | +1.1% | -1.1% | 0.0% |
| 30D | -10.0% | -1.5% | -8.5% | -9.9% |
| 3M | -44.6% | -0.8% | -43.8% | -44.6% |
| 6M | -37.9% | +41.8% | -79.7% | -39.9% |
| YTD | -53.7% | +23.1% | -76.8% | -55.0% |
| 1Y | -43.0% | +28.5% | -71.5% | -44.8% |
| 3Y | +640.8% | -11.8% | +652.5% | +602.6% |
| 5Y | +358.8% | +5.3% | +353.5% | +288.4% |
| All | +358.8% | +3.9% | +354.9% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling