+86.6%
UNH vs ALC
+30.4%
+56.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.4% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | +3.0% | +16.0% | -13.1% | -1.7% |
| 3M | +2.7% | +0.8% | +1.9% | +2.2% |
| 6M | +2.8% | +16.8% | -14.1% | -2.6% |
| YTD | +25.9% | -5.5% | +31.4% | +26.5% |
| 1Y | +25.8% | -5.3% | +31.0% | +26.3% |
| 3Y | -20.0% | +4.1% | -24.1% | -24.8% |
| 5Y | -2.8% | -7.1% | +4.2% | -6.1% |
| All | +86.6% | +30.4% | +56.2% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling