+30.8%
UNH vs ABCL
-81.2%
+112.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.1% | +1.4% | -0.3% | +1.1% |
| 30D | -1.5% | +65.1% | -66.6% | -2.7% |
| 3M | -0.8% | +111.1% | -111.9% | -2.7% |
| 6M | +41.8% | +231.6% | -189.8% | +37.7% |
| YTD | +23.1% | +234.5% | -211.4% | +19.4% |
| 1Y | +28.5% | +174.3% | -145.8% | +25.0% |
| 3Y | -11.8% | +111.5% | -123.2% | -14.4% |
| 5Y | +5.3% | -37.3% | +42.6% | +0.4% |
| All | +30.8% | -81.2% | +112.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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