-20.0%
UNH vs ABCL
+185.8%
-205.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +3.4% | -3.3% | +6.7% | +3.5% |
| 30D | +3.0% | -7.1% | +10.1% | +3.2% |
| 3M | +2.7% | +4.7% | -2.0% | +2.2% |
| 6M | +2.8% | +140.9% | -138.1% | -2.3% |
| YTD | +25.9% | +236.0% | -210.1% | +17.3% |
| 1Y | +25.8% | +217.4% | -191.6% | +17.4% |
| 3Y | -20.0% | +188.7% | -208.7% | -23.5% |
| All | -20.0% | +185.8% | -205.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling