+108.2%
UMC vs BAM
+85.9%
+22.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -17.0% | +9.7% | -26.7% | -19.2% |
| 30D | -40.6% | +19.0% | -59.6% | -43.7% |
| 3M | -27.9% | +0.6% | -28.4% | -28.1% |
| 6M | -7.5% | +11.1% | -18.5% | -10.9% |
| YTD | +79.3% | +4.2% | +75.1% | +74.6% |
| 1Y | +92.8% | +3.3% | +89.5% | +88.0% |
| 3Y | +108.2% | +88.8% | +19.4% | +50.7% |
| All | +108.2% | +85.9% | +22.3% | +50.7% |
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