+14.7%
ULTA vs BAM
+67.8%
-53.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.7% |
| 7D | -1.8% | -3.9% | +2.1% | -0.7% |
| 30D | -1.2% | -8.8% | +7.6% | +1.2% |
| 3M | +13.4% | +2.2% | +11.2% | +12.1% |
| 6M | -15.6% | +5.9% | -21.6% | -17.5% |
| YTD | -10.4% | -6.1% | -4.3% | -9.8% |
| 1Y | +5.5% | -11.6% | +17.1% | +7.9% |
| 3Y | +31.0% | +51.7% | -20.7% | +14.2% |
| All | +14.7% | +67.8% | -53.2% | -1.8% |
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