+90.4%
AUR vs BAM
+57.7%
+32.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +6.8% |
| 7D | +19.2% | -1.6% | +20.8% | +21.3% |
| 30D | -7.8% | -6.0% | -1.8% | -1.5% |
| 3M | +4.0% | +7.3% | -3.3% | -6.7% |
| 6M | +45.0% | +8.2% | +36.8% | +29.2% |
| YTD | +69.5% | -3.8% | +73.4% | +72.1% |
| 1Y | +13.0% | -10.7% | +23.8% | +26.3% |
| 3Y | +90.4% | +55.3% | +35.0% | -5.7% |
| All | +90.4% | +57.7% | +32.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling