-16.3%
UNH vs AMCR
+6.5%
-22.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -4.5% | -6.3% | +1.7% | -3.7% |
| 30D | -6.5% | -7.8% | +1.3% | -5.5% |
| 3M | -6.0% | +7.5% | -13.5% | -7.1% |
| 6M | +33.7% | +2.7% | +31.0% | +33.0% |
| YTD | +16.4% | +6.0% | +10.4% | +14.8% |
| 1Y | +10.1% | +7.8% | +2.3% | +8.2% |
| 3Y | -16.3% | +5.8% | -22.1% | -16.7% |
| All | -16.3% | +6.5% | -22.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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