+245.3%
UNH vs AMT
+96.3%
+149.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.7% | +1.5% | -3.1% | -2.1% |
| 30D | -3.8% | +3.7% | -7.6% | -5.0% |
| 3M | -4.3% | -7.2% | +2.9% | -2.4% |
| 6M | +38.6% | -4.2% | +42.8% | +39.5% |
| YTD | +20.7% | +1.9% | +18.8% | +18.6% |
| 1Y | +16.0% | -6.4% | +22.4% | +17.0% |
| 3Y | -13.5% | +7.7% | -21.2% | -20.1% |
| 5Y | +3.5% | -30.9% | +34.4% | +13.6% |
| 10Y | +245.3% | +105.4% | +140.0% | +190.0% |
| All | +245.3% | +96.3% | +149.1% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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