+528.8%
APP vs UNH
+15.4%
+513.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.7% |
| 7D | +79.2% | -0.7% | +79.9% | +79.1% |
| 30D | +48.0% | +4.8% | +43.2% | +47.2% |
| 3M | +18.2% | -1.7% | +19.9% | +18.3% |
| 6M | -12.5% | +5.9% | -18.4% | -13.0% |
| YTD | -39.2% | +22.8% | -62.0% | -40.9% |
| 1Y | -33.9% | +25.9% | -59.8% | -36.0% |
| 3Y | +933.3% | -21.4% | +954.7% | +938.3% |
| 5Y | +295.9% | -6.3% | +302.1% | +266.8% |
| All | +528.8% | +15.4% | +513.5% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling