+684.2%
UMAC vs BAM
+40.2%
+643.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.5% |
| 7D | -0.9% | -2.0% | +1.1% | +0.6% |
| 30D | -7.7% | -2.9% | -4.7% | -6.5% |
| 3M | -26.4% | +9.4% | -35.8% | -32.1% |
| 6M | +61.9% | +10.8% | +51.1% | +48.3% |
| YTD | +86.5% | -0.4% | +86.9% | +82.6% |
| 1Y | +156.3% | -10.9% | +167.2% | +178.6% |
| All | +684.2% | +40.2% | +643.9% | +613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling