-3.6%
UNH vs ALM
+456.2%
-459.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.5% |
| 7D | -1.6% | -7.2% | +5.6% | -1.5% |
| 30D | +6.5% | -26.4% | +32.8% | +6.8% |
| 3M | +0.8% | -38.6% | +39.4% | +1.4% |
| 6M | +6.1% | -61.0% | +67.1% | +7.1% |
| YTD | +24.5% | -7.4% | +31.9% | +24.0% |
| 1Y | +26.3% | +14.0% | +12.4% | +25.6% |
| 3Y | -20.7% | +844.4% | -865.2% | -22.8% |
| 5Y | -3.6% | +410.8% | -414.4% | -7.0% |
| All | -3.6% | +456.2% | -459.8% | -7.0% |
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