+215.2%
UEC vs BAM
+67.8%
+147.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.0% |
| 7D | -0.2% | -3.9% | +3.8% | +2.1% |
| 30D | +1.9% | -8.8% | +10.7% | +7.7% |
| 3M | +8.9% | +2.2% | +6.7% | +7.5% |
| 6M | -14.5% | +5.9% | -20.4% | -17.2% |
| YTD | -0.7% | -6.1% | +5.4% | +2.2% |
| 1Y | -4.1% | -11.6% | +7.6% | +1.9% |
| 3Y | +148.9% | +51.7% | +97.2% | +96.8% |
| All | +215.2% | +67.8% | +147.4% | +138.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling