-15.4%
UNH vs ADVB
-88.3%
+72.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | +1.1% | -3.8% | +4.8% | +1.1% |
| 30D | -3.8% | +17.6% | -21.4% | -4.0% |
| 3M | +0.7% | +119.1% | -118.4% | -2.1% |
| 6M | +37.9% | +103.4% | -65.5% | +32.2% |
| YTD | +21.9% | +59.8% | -37.9% | +17.4% |
| 1Y | +31.4% | +8.5% | +22.8% | +26.4% |
| All | -15.4% | -88.3% | +72.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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