+245.3%
UNH vs AR
+43.0%
+202.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | -3.8% | +5.5% | -9.4% | -4.2% |
| 3M | -4.3% | +12.9% | -17.2% | -5.1% |
| 6M | +38.6% | +0.1% | +38.5% | +38.4% |
| YTD | +20.7% | +13.5% | +7.2% | +19.5% |
| 1Y | +16.0% | +21.6% | -5.6% | +14.2% |
| 3Y | -13.5% | +46.0% | -59.4% | -17.0% |
| 5Y | +3.5% | +143.7% | -140.2% | -6.0% |
| 10Y | +245.3% | +44.3% | +201.0% | +182.2% |
| All | +245.3% | +43.0% | +202.3% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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