-1.1%
UNH vs ACM
+1.1%
-2.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.4% | +5.6% | -2.3% | +2.5% |
| 30D | +3.0% | +20.8% | -17.8% | +0.2% |
| 3M | +2.7% | +11.4% | -8.7% | +1.0% |
| 6M | +2.8% | +0.9% | +1.8% | +2.3% |
| YTD | +25.9% | -24.8% | +50.7% | +31.1% |
| 1Y | +25.8% | -46.4% | +72.2% | +41.6% |
| 3Y | -20.0% | -9.2% | -10.8% | -22.5% |
| All | -1.1% | +1.1% | -2.1% | -10.0% |
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