-21.3%
UNH vs AXP
+117.6%
-138.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.2% | +0.6% | -3.7% | -3.3% |
| 30D | +4.8% | +5.8% | -1.0% | +3.7% |
| 3M | -1.8% | -6.0% | +4.2% | -0.7% |
| 6M | +8.6% | +0.3% | +8.3% | +8.3% |
| YTD | +21.8% | -12.3% | +34.0% | +24.0% |
| 1Y | +25.8% | -11.2% | +37.1% | +27.8% |
| 3Y | -21.3% | +117.0% | -138.3% | -27.2% |
| All | -21.3% | +117.6% | -138.9% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling