+261.9%
UMC vs BAM
+71.9%
+190.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +6.1% |
| 7D | +6.6% | -1.6% | +8.2% | +7.0% |
| 30D | +16.6% | -6.0% | +22.6% | +18.6% |
| 3M | +11.0% | +7.3% | +3.7% | +7.9% |
| 6M | +131.3% | +8.2% | +123.1% | +124.4% |
| YTD | +182.5% | -3.8% | +186.3% | +182.3% |
| 1Y | +222.3% | -10.7% | +233.0% | +229.7% |
| 3Y | +253.0% | +55.3% | +197.7% | +186.1% |
| All | +261.9% | +71.9% | +190.0% | +179.4% |
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