+1,387.8%
UNH vs AWK
+969.7%
+418.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | +1.7% | -0.7% | +0.3% |
| 30D | -3.8% | +5.6% | -9.4% | -6.1% |
| 3M | +0.7% | +15.9% | -15.1% | -5.7% |
| 6M | +37.9% | +4.6% | +33.3% | +34.2% |
| YTD | +21.9% | +10.1% | +11.9% | +15.7% |
| 1Y | +31.4% | +2.1% | +29.3% | +28.6% |
| 3Y | -11.4% | +9.8% | -21.2% | -18.7% |
| 5Y | +2.5% | -15.4% | +17.9% | +5.0% |
| 10Y | +242.9% | +129.4% | +113.5% | +104.8% |
| All | +1,387.8% | +969.7% | +418.1% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling