-0.5%
UNH vs AMCR
-12.3%
+11.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -4.5% | -6.3% | +1.7% | -3.3% |
| 30D | -6.5% | -7.8% | +1.3% | -5.0% |
| 3M | -6.0% | +7.5% | -13.5% | -7.6% |
| 6M | +33.7% | +2.7% | +31.0% | +32.3% |
| YTD | +16.4% | +6.0% | +10.4% | +13.9% |
| 1Y | +10.1% | +7.8% | +2.3% | +7.2% |
| 3Y | -16.3% | +5.8% | -22.1% | -19.3% |
| All | -0.5% | -12.3% | +11.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling