+156.3%
UMAC vs BAM
-8.8%
+165.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.6% |
| 7D | -0.9% | -2.0% | +1.1% | +0.7% |
| 30D | -7.7% | -2.9% | -4.7% | -6.7% |
| 3M | -26.4% | +9.4% | -35.8% | -33.2% |
| 6M | +61.9% | +10.8% | +51.1% | +45.2% |
| YTD | +86.5% | -0.4% | +86.9% | +84.3% |
| 1Y | +156.3% | -10.9% | +167.2% | +203.2% |
| All | +156.3% | -8.8% | +165.1% | +203.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling