+151.1%
UBER vs BAM
+90.5%
+60.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.4% | +2.9% |
| 7D | +6.7% | +5.3% | +1.4% | +4.6% |
| 30D | -0.5% | +18.1% | -18.6% | -6.6% |
| 3M | -5.1% | +4.2% | -9.4% | -6.8% |
| 6M | -5.7% | +11.1% | -16.8% | -9.9% |
| YTD | -12.9% | +6.6% | -19.5% | -16.1% |
| 1Y | -22.6% | +6.2% | -28.8% | -25.5% |
| 3Y | +42.2% | +95.0% | -52.8% | -0.1% |
| All | +151.1% | +90.5% | +60.6% | +75.4% |
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 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