+227.5%
UNH vs APH
+938.3%
-710.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +0.2% | -5.0% | +5.2% | +1.2% |
| 30D | +6.8% | -8.4% | +15.2% | +8.5% |
| 3M | -0.3% | -4.5% | +4.2% | 0.0% |
| 6M | +7.9% | +25.3% | -17.4% | -0.5% |
| YTD | +25.1% | +18.9% | +6.2% | +13.7% |
| 1Y | +29.3% | +11.9% | +17.4% | +19.4% |
| 3Y | -20.3% | +278.0% | -298.2% | -58.1% |
| 5Y | -3.6% | +306.4% | -310.0% | -52.5% |
| 10Y | +227.5% | +955.2% | -727.7% | +1.3% |
| All | +227.5% | +938.3% | -710.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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