+664.0%
UNH vs ALM
+7,705.7%
-7,041.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | -3.8% | +32.0% | -35.8% | -3.9% |
| 3M | +0.7% | -15.0% | +15.8% | +0.7% |
| 6M | +37.9% | -10.1% | +48.0% | +37.8% |
| YTD | +21.9% | +99.4% | -77.5% | +21.6% |
| 1Y | +31.4% | +316.4% | -285.0% | +30.8% |
| 3Y | -11.4% | +2,022.0% | -2,033.4% | -12.2% |
| 5Y | +2.5% | +941.2% | -938.7% | +1.7% |
| 10Y | +242.9% | +2,950.3% | -2,707.5% | +238.4% |
| All | +664.0% | +7,705.7% | -7,041.8% | +643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling