+344.9%
UMAC vs BAM
+50.1%
+294.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.3% | +11.0% | +11.7% |
| 7D | -5.5% | +5.3% | -10.8% | -8.8% |
| 30D | -35.3% | +18.1% | -53.4% | -43.0% |
| 3M | -48.4% | +4.2% | -52.6% | -50.6% |
| 6M | +0.4% | +11.1% | -10.6% | -8.4% |
| YTD | +5.8% | +6.6% | -0.8% | -2.1% |
| 1Y | +27.3% | +6.2% | +21.1% | +19.1% |
| All | +344.9% | +50.1% | +294.7% | +282.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling