+1,401.7%
UNH vs AWK
+967.2%
+434.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.1% | +2.2% | -1.0% | +0.2% |
| 30D | -1.5% | +4.4% | -6.0% | -3.4% |
| 3M | -0.8% | +15.4% | -16.2% | -7.0% |
| 6M | +41.8% | +3.5% | +38.3% | +38.7% |
| YTD | +23.1% | +9.8% | +13.3% | +16.9% |
| 1Y | +28.5% | +3.0% | +25.5% | +25.3% |
| 3Y | -11.8% | +9.7% | -21.4% | -19.0% |
| 5Y | +5.3% | -17.2% | +22.5% | +9.1% |
| 10Y | +247.4% | +126.1% | +121.4% | +109.0% |
| All | +1,401.7% | +967.2% | +434.4% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AWK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling