-3.6%
UNH vs ALC
-9.1%
+5.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +0.2% | +2.3% | -2.2% | -0.3% |
| 30D | +6.8% | +15.5% | -8.7% | +3.9% |
| 3M | -0.3% | +0.6% | -0.9% | -0.6% |
| 6M | +7.9% | +18.4% | -10.5% | +4.1% |
| YTD | +25.1% | -5.6% | +30.7% | +25.6% |
| 1Y | +29.3% | 0.0% | +29.3% | +28.3% |
| 3Y | -20.3% | +2.8% | -23.1% | -22.6% |
| 5Y | -3.6% | -8.8% | +5.2% | -2.4% |
| All | -3.6% | -9.1% | +5.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling