+156.9%
UAL vs BAM
+86.2%
+70.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | +8.2% | +9.7% | -1.6% | +1.0% |
| 30D | +2.3% | +19.0% | -16.7% | -10.1% |
| 3M | -12.7% | +0.6% | -13.2% | -13.2% |
| 6M | +12.7% | +11.1% | +1.6% | +3.6% |
| YTD | +0.8% | +4.2% | -3.4% | -3.3% |
| 1Y | +17.8% | +3.3% | +14.5% | +13.6% |
| 3Y | +206.7% | +88.8% | +117.9% | +108.7% |
| All | +156.9% | +86.2% | +70.6% | +70.3% |
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