+500.0%
APP vs UNH
+14.3%
+485.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.9% |
| 7D | +71.2% | -3.2% | +74.4% | +71.6% |
| 30D | +39.1% | +4.8% | +34.2% | +38.3% |
| 3M | +16.5% | -1.8% | +18.4% | +16.6% |
| 6M | -16.6% | +8.6% | -25.1% | -17.3% |
| YTD | -41.9% | +21.8% | -63.7% | -43.6% |
| 1Y | -37.0% | +25.8% | -62.9% | -39.1% |
| 3Y | +892.4% | -21.3% | +913.8% | +893.2% |
| 5Y | +297.3% | -5.3% | +302.6% | +265.9% |
| All | +500.0% | +14.3% | +485.7% | +428.0% |
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