+80.7%
UNH vs ALC
+24.0%
+56.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +0.7% | +5.9% | -5.1% | -1.3% |
| 6M | +37.9% | -15.9% | +53.8% | +44.4% |
| YTD | +21.9% | -10.1% | +32.0% | +24.7% |
| 1Y | +31.4% | -10.2% | +41.6% | +34.2% |
| 3Y | -11.4% | -13.6% | +2.2% | -10.7% |
| 5Y | +2.5% | -15.1% | +17.7% | +2.6% |
| All | +80.7% | +24.0% | +56.7% | +35.3% |
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