-19.8%
UNH vs BAM
+71.9%
-91.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +1.0% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | -1.5% | -6.0% | +4.5% | -1.4% |
| 3M | -0.8% | +7.3% | -8.2% | -1.2% |
| 6M | +41.8% | +8.2% | +33.6% | +41.1% |
| YTD | +23.1% | -3.8% | +26.9% | +22.9% |
| 1Y | +28.5% | -10.7% | +39.2% | +28.6% |
| 3Y | -11.8% | +55.3% | -67.1% | -13.0% |
| All | -19.8% | +71.9% | -91.7% | -21.0% |
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