+1.1%
UNH vs AUR
-36.7%
+37.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | -3.2% | +0.2% | -3.3% | -3.2% |
| 30D | -3.5% | -8.9% | +5.5% | -3.4% |
| 3M | -4.2% | +4.6% | -8.8% | -4.3% |
| 6M | +38.3% | +44.9% | -6.5% | +37.5% |
| YTD | +19.2% | +64.8% | -45.6% | +18.3% |
| 1Y | +15.0% | +16.4% | -1.4% | +14.3% |
| 3Y | -14.5% | +85.1% | -99.6% | -15.1% |
| 5Y | +4.6% | -36.1% | +40.7% | +4.0% |
| All | +1.1% | -36.7% | +37.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling