+174.7%
UAL vs BAM
+88.1%
+86.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.1% |
| 7D | +12.5% | +5.0% | +7.5% | +8.6% |
| 30D | +12.2% | +16.6% | -4.4% | +0.1% |
| 3M | -2.6% | +2.2% | -4.8% | -4.2% |
| 6M | +21.1% | +9.7% | +11.4% | +12.5% |
| YTD | +7.8% | +5.2% | +2.6% | +2.6% |
| 1Y | +25.4% | +3.9% | +21.5% | +20.5% |
| 3Y | +217.3% | +91.5% | +125.8% | +113.9% |
| All | +174.7% | +88.1% | +86.6% | +80.9% |
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