+3.5%
UNH vs AG
+69.4%
-65.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -3.8% | +12.5% | -16.3% | -4.5% |
| 3M | -4.3% | +28.2% | -32.4% | -5.7% |
| 6M | +38.6% | -18.8% | +57.5% | +39.3% |
| YTD | +20.7% | +27.4% | -6.7% | +18.1% |
| 1Y | +16.0% | +132.2% | -116.2% | +9.8% |
| 3Y | -13.5% | +286.9% | -300.3% | -21.7% |
| 5Y | +3.5% | +72.8% | -69.3% | 0.0% |
| All | +3.5% | +69.4% | -65.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling