+136,006.1%
UNH vs APA
+815.8%
+135,190.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.5% |
| 7D | +1.1% | +0.5% | +0.5% | +1.0% |
| 30D | -3.8% | +23.4% | -27.2% | -6.9% |
| 3M | +0.7% | +12.7% | -12.0% | -1.5% |
| 6M | +37.9% | +39.4% | -1.6% | +29.9% |
| YTD | +21.9% | +79.0% | -57.0% | +10.4% |
| 1Y | +31.4% | +88.8% | -57.5% | +17.3% |
| 3Y | -11.4% | +6.4% | -17.8% | -16.1% |
| 5Y | +2.5% | +153.0% | -150.5% | -19.1% |
| 10Y | +242.9% | +7.5% | +235.3% | +158.7% |
| All | +136,006.1% | +815.8% | +135,190.3% | +70,991.9% |
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