+3.5%
UNH vs ACM
+2.7%
+0.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.5% |
| 7D | -1.7% | -3.7% | +2.0% | -1.1% |
| 30D | -3.8% | -12.7% | +8.8% | -2.0% |
| 3M | -4.3% | -9.8% | +5.5% | -3.0% |
| 6M | +38.6% | -31.4% | +70.0% | +47.1% |
| YTD | +20.7% | -32.1% | +52.8% | +27.7% |
| 1Y | +16.0% | -47.8% | +63.8% | +30.1% |
| 3Y | -13.5% | -22.1% | +8.6% | -13.5% |
| 5Y | +3.5% | +1.8% | +1.7% | -5.9% |
| All | +3.5% | +2.7% | +0.8% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling