-21.3%
UNH vs ABCL
+156.0%
-177.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.7% |
| 7D | -3.2% | -3.2% | 0.0% | -3.1% |
| 30D | +4.8% | -7.4% | +12.2% | +5.0% |
| 3M | -1.8% | +81.9% | -83.8% | -4.9% |
| 6M | +8.6% | +135.7% | -127.1% | +3.3% |
| YTD | +21.8% | +247.4% | -225.6% | +13.3% |
| 1Y | +25.8% | +162.3% | -136.4% | +18.1% |
| 3Y | -21.3% | +165.5% | -186.8% | -25.8% |
| All | -21.3% | +156.0% | -177.4% | -25.8% |
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