+45.5%
UNP vs BAM
+85.9%
-40.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -4.6% | +9.7% | -14.3% | -6.7% |
| 30D | +5.6% | +19.0% | -13.4% | +1.2% |
| 3M | -1.3% | +0.6% | -1.9% | -1.7% |
| 6M | +9.2% | +11.1% | -1.8% | +5.9% |
| YTD | +27.3% | +4.2% | +23.2% | +25.1% |
| 1Y | +35.9% | +3.3% | +32.6% | +33.6% |
| 3Y | +45.5% | +88.8% | -43.3% | +16.8% |
| All | +45.5% | +85.9% | -40.4% | +16.8% |
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