+702.6%
UMAC vs BAM
+32.2%
+670.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -4.6% |
| 7D | +3.3% | -3.9% | +7.2% | +6.2% |
| 30D | -10.4% | -8.8% | -1.6% | -4.9% |
| 3M | +1.8% | +2.2% | -0.4% | -1.3% |
| 6M | +40.7% | +5.9% | +34.8% | +33.2% |
| YTD | +90.9% | -6.1% | +97.0% | +94.8% |
| 1Y | +151.8% | -11.6% | +163.4% | +175.4% |
| All | +702.6% | +32.2% | +670.4% | +661.1% |
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