+216.1%
UNH vs AME
+444.5%
-228.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +3.4% | +5.9% | -2.5% | +0.8% |
| 30D | +3.0% | -1.9% | +4.9% | +3.5% |
| 3M | +2.7% | -5.4% | +8.1% | +4.6% |
| 6M | +2.8% | +4.9% | -2.1% | -0.5% |
| YTD | +25.9% | +18.5% | +7.4% | +14.3% |
| 1Y | +25.8% | +25.5% | +0.3% | +11.2% |
| 3Y | -20.0% | +63.0% | -83.1% | -40.3% |
| 5Y | -2.8% | +78.3% | -81.1% | -32.4% |
| All | +216.1% | +444.5% | -228.4% | +34.7% |
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