+276.3%
UMC vs BAM
+67.8%
+208.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.3% | +4.7% |
| 7D | +13.6% | -3.9% | +17.5% | +14.9% |
| 30D | +20.8% | -8.8% | +29.6% | +24.0% |
| 3M | +16.1% | +2.2% | +13.9% | +14.6% |
| 6M | +137.3% | +5.9% | +131.4% | +131.7% |
| YTD | +193.8% | -6.1% | +199.9% | +195.6% |
| 1Y | +236.1% | -11.6% | +247.7% | +244.6% |
| 3Y | +267.1% | +51.7% | +215.4% | +199.6% |
| All | +276.3% | +67.8% | +208.5% | +192.6% |
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