+87.8%
URA vs BAM
+90.5%
-2.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.1% |
| 7D | +4.3% | +5.3% | -1.0% | +1.7% |
| 30D | -11.7% | +18.1% | -29.8% | -18.9% |
| 3M | -23.5% | +4.2% | -27.8% | -25.4% |
| 6M | -37.8% | +11.1% | -48.8% | -41.2% |
| YTD | -19.6% | +6.6% | -26.2% | -23.1% |
| 1Y | -24.8% | +6.2% | -31.0% | -27.9% |
| 3Y | +47.0% | +95.0% | -48.1% | +11.3% |
| All | +87.8% | +90.5% | -2.8% | +42.7% |
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