+228.4%
UNH vs ALM
+2,589.2%
-2,360.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.2% | -2.3% |
| 7D | -4.5% | -11.8% | +7.3% | -4.4% |
| 30D | -6.5% | +7.8% | -14.3% | -6.7% |
| 3M | -6.0% | -9.3% | +3.3% | -6.0% |
| 6M | +33.7% | -30.5% | +64.1% | +33.9% |
| YTD | +16.4% | +75.8% | -59.4% | +14.9% |
| 1Y | +10.1% | +241.2% | -231.1% | +7.8% |
| 3Y | -16.3% | +1,872.6% | -1,888.9% | -20.8% |
| 5Y | +2.1% | +849.6% | -847.5% | -2.8% |
| All | +228.4% | +2,589.2% | -2,360.9% | +200.8% |
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