+792.8%
UNH vs AMCR
+96.6%
+696.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.2% | -5.0% | +1.8% | -2.1% |
| 30D | -3.5% | -8.0% | +4.5% | -1.8% |
| 3M | -4.2% | +14.3% | -18.4% | -7.1% |
| 6M | +38.3% | +5.3% | +33.0% | +35.9% |
| YTD | +19.2% | +7.7% | +11.5% | +16.2% |
| 1Y | +15.0% | +10.8% | +4.1% | +11.2% |
| 3Y | -14.5% | +9.6% | -24.1% | -18.0% |
| 5Y | +4.6% | -10.2% | +14.8% | +4.3% |
| 10Y | +241.1% | +16.5% | +224.7% | +202.8% |
| All | +792.8% | +96.6% | +696.2% | +698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling