-11.8%
UNH vs ALC
-15.5%
+3.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +1.1% | -3.7% | +4.8% | +1.6% |
| 30D | -1.5% | -3.7% | +2.2% | -1.1% |
| 3M | -0.8% | +4.6% | -5.4% | -1.6% |
| 6M | +41.8% | -14.6% | +56.4% | +44.4% |
| YTD | +23.1% | -11.9% | +34.9% | +24.6% |
| 1Y | +28.5% | -13.1% | +41.7% | +30.2% |
| 3Y | -11.8% | -15.0% | +3.2% | -8.0% |
| All | -11.8% | -15.5% | +3.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling