+211.9%
AUR vs BAM
+81.2%
+130.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.5% |
| 7D | -4.5% | -2.7% | -1.9% | -1.7% |
| 30D | -16.6% | +15.5% | -32.1% | -30.1% |
| 3M | -38.5% | -6.9% | -31.6% | -34.7% |
| 6M | -49.9% | +9.9% | -59.8% | -56.4% |
| YTD | +9.6% | +1.4% | +8.2% | +3.4% |
| 1Y | +1.2% | +3.3% | -2.1% | -6.5% |
| 3Y | +128.8% | +83.6% | +45.2% | +26.8% |
| All | +211.9% | +81.2% | +130.6% | +66.4% |
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