+3.5%
UNH vs ALM
+958.0%
-954.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.9% |
| 7D | -1.7% | +3.6% | -5.3% | -1.7% |
| 30D | -3.8% | +33.8% | -37.6% | -4.3% |
| 3M | -4.3% | +14.8% | -19.1% | -4.6% |
| 6M | +38.6% | -7.0% | +45.6% | +38.2% |
| YTD | +20.7% | +108.1% | -87.4% | +18.8% |
| 1Y | +16.0% | +313.8% | -297.8% | +13.7% |
| 3Y | -13.5% | +2,227.6% | -2,241.1% | -17.8% |
| 5Y | +3.5% | +956.6% | -953.1% | -1.3% |
| All | +3.5% | +958.0% | -954.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling