-18.5%
UNH vs BAM
+80.8%
-99.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +2.4% | -2.0% | +4.4% | +2.4% |
| 30D | +7.2% | +13.7% | -6.4% | +6.8% |
| 3M | +0.5% | -4.8% | +5.3% | +0.6% |
| 6M | +3.4% | +7.6% | -4.2% | +3.0% |
| YTD | +25.2% | +1.2% | +24.0% | +24.8% |
| 1Y | +22.7% | -2.3% | +24.9% | +22.4% |
| 3Y | -20.3% | +84.1% | -104.4% | -21.8% |
| All | -18.5% | +80.8% | -99.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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