+993.0%
UNH vs AG
+445.6%
+547.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.8% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | -3.8% | +19.2% | -23.0% | -4.9% |
| 3M | +0.7% | +6.2% | -5.4% | 0.0% |
| 6M | +37.9% | -26.7% | +64.5% | +39.4% |
| YTD | +21.9% | +26.1% | -4.2% | +18.8% |
| 1Y | +31.4% | +131.7% | -100.3% | +22.8% |
| 3Y | -11.4% | +255.3% | -266.7% | -21.0% |
| 5Y | +2.5% | +61.9% | -59.4% | -5.7% |
| 10Y | +242.9% | +72.0% | +170.8% | +195.6% |
| All | +993.0% | +445.6% | +547.4% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling