-16.3%
UNH vs ACM
-22.9%
+6.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | -4.5% | -4.6% | 0.0% | -4.3% |
| 30D | -6.5% | +4.1% | -10.6% | -6.8% |
| 3M | -6.0% | -8.3% | +2.3% | -5.6% |
| 6M | +33.7% | -30.1% | +63.7% | +37.1% |
| YTD | +16.4% | -32.6% | +49.0% | +19.4% |
| 1Y | +10.1% | -49.6% | +59.6% | +17.7% |
| 3Y | -16.3% | -23.0% | +6.7% | -14.7% |
| All | -16.3% | -22.9% | +6.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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