+225.1%
UNH vs AMT
+134.0%
+91.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | +6.5% | +4.2% | +2.2% | +5.0% |
| 3M | +0.8% | +13.4% | -12.6% | -3.3% |
| 6M | +6.1% | +9.4% | -3.3% | +2.4% |
| YTD | +24.5% | +11.7% | +12.8% | +18.6% |
| 1Y | +26.3% | +7.1% | +19.2% | +22.0% |
| 3Y | -20.7% | +15.1% | -35.8% | -28.0% |
| 5Y | -3.6% | -17.9% | +14.3% | -1.1% |
| 10Y | +225.1% | +133.5% | +91.5% | +174.4% |
| All | +225.1% | +134.0% | +91.1% | +174.4% |
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