+216.1%
UNH vs ALM
+2,100.8%
-1,884.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.2% | +0.5% |
| 7D | +3.4% | +1.2% | +2.1% | +3.3% |
| 30D | +3.0% | -19.3% | +22.3% | +3.3% |
| 3M | +2.7% | -40.6% | +43.4% | +3.4% |
| 6M | +2.8% | -57.9% | +60.7% | +3.8% |
| YTD | +25.9% | -6.7% | +32.6% | +25.3% |
| 1Y | +25.8% | +20.2% | +5.6% | +24.7% |
| 3Y | -20.0% | +879.4% | -899.5% | -23.8% |
| 5Y | -2.8% | +415.3% | -418.1% | -7.1% |
| All | +216.1% | +2,100.8% | -1,884.7% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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