+15.0%
UNH vs ALM
+279.2%
-264.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -0.8% |
| 7D | -3.2% | -7.1% | +4.0% | -2.9% |
| 30D | -3.5% | +24.7% | -28.1% | -4.4% |
| 3M | -4.2% | +8.3% | -12.5% | -4.9% |
| 6M | +38.3% | -22.2% | +60.5% | +38.8% |
| YTD | +19.2% | +88.1% | -68.9% | +10.4% |
| 1Y | +15.0% | +272.4% | -257.4% | +1.2% |
| All | +15.0% | +279.2% | -264.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling