+151.9%
URA vs BAM
+78.0%
+73.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +1.1% | -2.0% | +3.0% | +2.1% |
| 30D | +7.4% | -2.9% | +10.3% | +8.9% |
| 3M | -8.4% | +9.4% | -17.8% | -12.5% |
| 6M | -12.7% | +10.8% | -23.5% | -17.1% |
| YTD | +7.8% | -0.4% | +8.2% | +7.0% |
| 1Y | +19.5% | -10.9% | +30.3% | +24.7% |
| 3Y | +116.4% | +61.3% | +55.2% | +76.9% |
| All | +151.9% | +78.0% | +73.9% | +98.6% |
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