+875.4%
UNH vs ACM
+230.8%
+644.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | -3.8% | -11.1% | +7.3% | -0.8% |
| 3M | +0.7% | -8.0% | +8.7% | +2.4% |
| 6M | +37.9% | -29.7% | +67.5% | +51.1% |
| YTD | +21.9% | -29.4% | +51.3% | +32.5% |
| 1Y | +31.4% | -46.4% | +77.8% | +54.9% |
| 3Y | -11.4% | -22.3% | +10.9% | -8.8% |
| 5Y | +2.5% | +4.5% | -1.9% | -5.7% |
| 10Y | +242.9% | +127.6% | +115.2% | +129.6% |
| All | +875.4% | +230.8% | +644.6% | +379.9% |
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 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