+107.1%
UEC vs BAM
+90.5%
+16.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.3% | +7.8% | +8.7% |
| 7D | +1.5% | +5.3% | -3.8% | -1.6% |
| 30D | -17.1% | +18.1% | -35.2% | -25.3% |
| 3M | -32.3% | +4.2% | -36.6% | -34.3% |
| 6M | -49.7% | +11.1% | -60.8% | -53.0% |
| YTD | -34.8% | +6.6% | -41.4% | -38.0% |
| 1Y | -37.5% | +6.2% | -43.7% | -40.5% |
| 3Y | +37.1% | +95.0% | -58.0% | -5.8% |
| All | +107.1% | +90.5% | +16.5% | +44.7% |
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 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