+139,599.3%
UNH vs APA
+925.7%
+138,673.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.3% |
| 7D | +2.4% | +9.6% | -7.2% | +1.0% |
| 30D | +7.2% | -0.2% | +7.5% | +7.1% |
| 3M | +0.5% | +19.8% | -19.3% | -2.5% |
| 6M | +3.4% | +30.1% | -26.6% | -1.3% |
| YTD | +25.2% | +100.4% | -75.3% | +11.0% |
| 1Y | +22.7% | +105.2% | -82.5% | +8.4% |
| 3Y | -20.3% | +44.6% | -64.9% | -28.1% |
| 5Y | -3.4% | +88.8% | -92.2% | -19.8% |
| 10Y | +226.8% | +6.6% | +220.2% | +148.1% |
| All | +139,599.3% | +925.7% | +138,673.7% | +71,430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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