-21.4%
UNH vs BAM
+67.8%
-89.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.9% |
| 7D | -1.7% | -3.9% | +2.3% | -1.5% |
| 30D | -3.8% | -8.8% | +5.0% | -3.6% |
| 3M | -4.3% | +2.2% | -6.5% | -4.5% |
| 6M | +38.6% | +5.9% | +32.7% | +38.0% |
| YTD | +20.7% | -6.1% | +26.8% | +20.6% |
| 1Y | +16.0% | -11.6% | +27.6% | +16.1% |
| 3Y | -13.5% | +51.7% | -65.2% | -14.6% |
| All | -21.4% | +67.8% | -89.2% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling