-17.5%
UNH vs AS
+134.9%
-152.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.2% | +6.9% | -10.1% | -3.4% |
| 30D | +4.8% | +16.0% | -11.2% | +4.3% |
| 3M | -1.8% | -12.8% | +11.0% | -1.4% |
| 6M | +8.6% | -15.4% | +24.0% | +9.2% |
| YTD | +21.8% | -15.7% | +37.5% | +22.3% |
| 1Y | +25.8% | +6.1% | +19.8% | +24.9% |
| All | -17.5% | +134.9% | -152.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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