-6.7%
UNH vs AMT
-20.2%
+13.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | +4.8% | +13.6% | -8.8% | +2.9% |
| 3M | -1.8% | +11.5% | -13.3% | -3.4% |
| 6M | +8.6% | +6.9% | +1.7% | +7.3% |
| YTD | +21.8% | +10.8% | +10.9% | +19.3% |
| 1Y | +25.8% | +10.3% | +15.5% | +23.4% |
| 3Y | -21.3% | +12.4% | -33.7% | -24.6% |
| All | -6.7% | -20.2% | +13.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling