+228.4%
UNH vs AME
+445.1%
-216.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.6% | -3.8% |
| 7D | -4.5% | +1.7% | -6.3% | -5.3% |
| 30D | -6.5% | -6.4% | -0.1% | -3.8% |
| 3M | -6.0% | +7.1% | -13.1% | -9.3% |
| 6M | +33.7% | +8.2% | +25.5% | +27.7% |
| YTD | +16.4% | +18.2% | -1.8% | +6.4% |
| 1Y | +10.1% | +26.7% | -16.7% | -3.0% |
| 3Y | -16.3% | +60.7% | -77.0% | -36.8% |
| 5Y | +2.1% | +91.6% | -89.5% | -31.6% |
| All | +228.4% | +445.1% | -216.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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