-0.5%
UNH vs JAAA
+26.5%
-27.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.5% | +0.5% | -7.1% | -6.8% |
| 3M | -6.0% | +1.3% | -7.3% | -6.7% |
| 6M | +33.7% | +2.8% | +30.9% | +31.7% |
| YTD | +16.4% | +3.3% | +13.1% | +14.5% |
| 1Y | +10.1% | +4.9% | +5.2% | +7.6% |
| 3Y | -16.3% | +19.0% | -35.3% | -21.2% |
| All | -0.5% | +26.5% | -27.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling