+140,402.7%
UNH vs APA
+942.5%
+139,460.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.3% |
| 7D | +3.4% | +8.5% | -5.2% | +2.1% |
| 30D | +3.0% | +2.8% | +0.2% | +2.4% |
| 3M | +2.7% | +21.7% | -19.0% | -0.6% |
| 6M | +2.8% | +32.6% | -29.8% | -2.2% |
| YTD | +25.9% | +103.7% | -77.8% | +11.4% |
| 1Y | +25.8% | +101.8% | -76.0% | +11.4% |
| 3Y | -20.0% | +48.1% | -68.1% | -28.2% |
| 5Y | -2.8% | +91.9% | -94.7% | -19.5% |
| 10Y | +228.7% | +8.4% | +220.4% | +148.9% |
| All | +140,402.7% | +942.5% | +139,460.3% | +71,670.7% |
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