-15.2%
UNH vs AMDL
+131.0%
-146.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -8.0% | -2.0% |
| 7D | -1.7% | +29.0% | -30.6% | -2.0% |
| 30D | -3.8% | +19.1% | -22.9% | -4.1% |
| 3M | -4.3% | +1.8% | -6.1% | -4.8% |
| 6M | +38.6% | +374.4% | -335.8% | +31.9% |
| YTD | +20.7% | +278.9% | -258.2% | +15.1% |
| 1Y | +16.0% | +510.6% | -494.6% | +10.3% |
| All | -15.2% | +131.0% | -146.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling