+368.9%
AUR vs BAM
+66.1%
+302.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.5% |
| 7D | +0.2% | -6.1% | +6.2% | +7.0% |
| 30D | -8.9% | -13.8% | +4.9% | +6.9% |
| 3M | +4.6% | +4.4% | +0.3% | -1.9% |
| 6M | +44.9% | +6.4% | +38.4% | +33.1% |
| YTD | +64.8% | -7.1% | +71.9% | +74.0% |
| 1Y | +16.4% | -11.8% | +28.2% | +30.6% |
| 3Y | +85.1% | +50.2% | +34.9% | +25.2% |
| All | +368.9% | +66.1% | +302.8% | +180.0% |
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