+561.3%
UNH vs AR
-33.4%
+594.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.2% | -14.3% | +11.1% | -2.3% |
| 30D | +4.8% | +1.4% | +3.4% | +4.7% |
| 3M | -1.8% | +3.4% | -5.2% | -2.2% |
| 6M | +8.6% | -2.1% | +10.7% | +8.5% |
| YTD | +21.8% | +4.7% | +17.1% | +21.0% |
| 1Y | +25.8% | +10.6% | +15.3% | +24.6% |
| 3Y | -21.3% | +24.6% | -45.9% | -23.7% |
| 5Y | -5.3% | +71.9% | -77.2% | -11.9% |
| 10Y | +238.1% | +46.4% | +191.7% | +176.0% |
| All | +561.3% | -33.4% | +594.7% | +447.5% |
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