+226.8%
UNH vs AXP
+429.4%
-202.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +6.8% | +5.0% | +1.8% | +5.0% |
| 3M | -0.3% | -4.2% | +4.0% | +1.1% |
| 6M | +7.9% | +2.9% | +4.9% | +6.4% |
| YTD | +25.1% | -11.6% | +36.7% | +29.5% |
| 1Y | +29.3% | -11.1% | +40.4% | +33.5% |
| 3Y | -20.3% | +116.7% | -137.0% | -42.6% |
| 5Y | -3.6% | +89.6% | -93.2% | -29.4% |
| All | +226.8% | +429.4% | -202.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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