+562.2%
UNH vs AR
-27.2%
+589.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -3.8% | +14.8% | -18.6% | -4.6% |
| 3M | +0.7% | +6.2% | -5.5% | +0.3% |
| 6M | +37.9% | +4.3% | +33.6% | +37.2% |
| YTD | +21.9% | +14.4% | +7.6% | +20.7% |
| 1Y | +31.4% | +21.3% | +10.0% | +29.4% |
| 3Y | -11.4% | +39.8% | -51.2% | -14.7% |
| 5Y | +2.5% | +142.1% | -139.5% | -6.7% |
| 10Y | +242.9% | +52.0% | +190.8% | +179.5% |
| All | +562.2% | -27.2% | +589.5% | +446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling