+244.5%
UMC vs BAM
+78.0%
+166.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | +5.0% | -2.0% | +6.9% | +5.6% |
| 30D | +7.7% | -2.9% | +10.6% | +8.5% |
| 3M | +1.7% | +9.4% | -7.7% | -1.7% |
| 6M | +113.9% | +10.8% | +103.2% | +106.2% |
| YTD | +168.9% | -0.4% | +169.3% | +166.0% |
| 1Y | +207.2% | -10.9% | +218.1% | +214.9% |
| 3Y | +227.7% | +61.3% | +166.4% | +162.6% |
| All | +244.5% | +78.0% | +166.5% | +163.3% |
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