+77.0%
URA vs BAM
+80.8%
-3.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -2.8% |
| 7D | +4.5% | -2.0% | +6.5% | +5.6% |
| 30D | -13.4% | +13.7% | -27.1% | -19.0% |
| 3M | -28.4% | -4.8% | -23.7% | -26.9% |
| 6M | -40.5% | +7.6% | -48.1% | -42.9% |
| YTD | -24.3% | +1.2% | -25.4% | -25.7% |
| 1Y | -28.8% | -2.3% | -26.6% | -29.0% |
| 3Y | +37.6% | +84.1% | -46.5% | +7.1% |
| All | +77.0% | +80.8% | -3.8% | +38.0% |
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