+906.9%
UNH vs ACM
+252.1%
+654.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +3.4% | +5.6% | -2.3% | +1.7% |
| 30D | +3.0% | +20.8% | -17.8% | -2.7% |
| 3M | +2.7% | +11.4% | -8.7% | -1.0% |
| 6M | +2.8% | +0.9% | +1.8% | +1.3% |
| YTD | +25.9% | -24.8% | +50.7% | +33.9% |
| 1Y | +25.8% | -46.4% | +72.2% | +48.4% |
| 3Y | -20.0% | -9.2% | -10.8% | -21.6% |
| 5Y | -2.8% | +5.0% | -7.8% | -10.6% |
| 10Y | +228.7% | +130.6% | +98.1% | +119.8% |
| All | +906.9% | +252.1% | +654.8% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling