+757.4%
UMAC vs BAM
+35.4%
+722.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.4% | +12.8% | +11.9% |
| 7D | +14.7% | -1.6% | +16.3% | +15.7% |
| 30D | -0.5% | -6.0% | +5.5% | +3.1% |
| 3M | +0.5% | +7.3% | -6.8% | -6.4% |
| 6M | +57.9% | +8.2% | +49.7% | +47.0% |
| YTD | +103.9% | -3.8% | +107.8% | +104.3% |
| 1Y | +159.3% | -10.7% | +170.0% | +181.3% |
| All | +757.4% | +35.4% | +722.0% | +698.0% |
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