+216.1%
UNH vs AG
+76.0%
+140.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | +3.4% | -10.0% | +13.3% | +3.8% |
| 30D | +3.0% | -10.5% | +13.5% | +3.4% |
| 3M | +2.7% | -27.3% | +30.0% | +3.8% |
| 6M | +2.8% | -43.0% | +45.8% | +4.5% |
| YTD | +25.9% | -17.9% | +43.8% | +25.7% |
| 1Y | +25.8% | +11.9% | +13.9% | +24.0% |
| 3Y | -20.0% | +201.8% | -221.8% | -25.0% |
| 5Y | -2.8% | -0.1% | -2.8% | -6.1% |
| All | +216.1% | +76.0% | +140.1% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling