+78.9%
UNH vs ALC
+20.4%
+58.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -1.7% | -5.3% | +3.6% | 0.0% |
| 30D | -3.8% | -7.1% | +3.2% | -1.7% |
| 3M | -4.3% | +0.8% | -5.1% | -4.8% |
| 6M | +38.6% | -16.0% | +54.6% | +45.1% |
| YTD | +20.7% | -12.7% | +33.4% | +24.5% |
| 1Y | +16.0% | -12.8% | +28.8% | +19.6% |
| 3Y | -13.5% | -15.8% | +2.4% | -12.1% |
| 5Y | +3.5% | -16.7% | +20.2% | +3.9% |
| All | +78.9% | +20.4% | +58.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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