+7.9%
UMAC vs BAM
+4.2%
+3.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +6.2% | -17.1% | -13.5% |
| 7D | -26.0% | +14.2% | -40.3% | -31.4% |
| 30D | -40.3% | +21.0% | -61.3% | -46.7% |
| 3M | -51.1% | +5.2% | -56.3% | -53.0% |
| 6M | -5.6% | +16.0% | -21.6% | -15.6% |
| YTD | +2.3% | +6.5% | -4.2% | -2.1% |
| 1Y | +7.9% | +4.4% | +3.5% | +6.9% |
| All | +7.9% | +4.2% | +3.6% | +6.9% |
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