+136,006.1%
UNH vs AME
+18,709.1%
+117,297.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.4% |
| 7D | +1.1% | +0.6% | +0.4% | +0.8% |
| 30D | -3.8% | -6.7% | +2.9% | -1.6% |
| 3M | +0.7% | +4.1% | -3.3% | -0.9% |
| 6M | +37.9% | +1.6% | +36.3% | +36.3% |
| YTD | +21.9% | +16.1% | +5.8% | +15.1% |
| 1Y | +31.4% | +27.3% | +4.0% | +20.0% |
| 3Y | -11.4% | +50.9% | -62.3% | -24.9% |
| 5Y | +2.5% | +81.4% | -78.8% | -19.0% |
| 10Y | +242.9% | +417.0% | -174.1% | +92.7% |
| All | +136,006.1% | +18,709.1% | +117,297.0% | +32,971.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling