+76.9%
URA vs BAM
+86.2%
-9.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | -4.1% | +9.7% | -13.8% | -8.6% |
| 30D | -19.0% | +19.0% | -38.0% | -25.9% |
| 3M | -25.1% | +0.6% | -25.7% | -25.7% |
| 6M | -44.5% | +11.1% | -55.6% | -47.6% |
| YTD | -24.3% | +4.2% | -28.5% | -26.8% |
| 1Y | -28.1% | +3.3% | -31.5% | -30.2% |
| 3Y | +40.7% | +88.8% | -48.1% | +8.0% |
| All | +76.9% | +86.2% | -9.4% | +35.8% |
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 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