-16.3%
UNH vs AUR
+84.2%
-100.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -3.9% | -2.4% |
| 7D | -4.5% | +1.4% | -6.0% | -4.6% |
| 30D | -6.5% | -6.4% | -0.1% | -6.5% |
| 3M | -6.0% | +7.7% | -13.7% | -6.1% |
| 6M | +33.7% | +44.5% | -10.8% | +32.8% |
| YTD | +16.4% | +67.4% | -51.1% | +15.5% |
| 1Y | +10.1% | +15.4% | -5.4% | +9.2% |
| 3Y | -16.3% | +94.8% | -111.2% | -12.2% |
| All | -16.3% | +84.2% | -100.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling