+228.8%
URI vs BAM
+90.5%
+138.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +5.6% |
| 7D | -4.0% | +5.3% | -9.3% | -6.8% |
| 30D | +6.8% | +18.1% | -11.3% | -3.0% |
| 3M | -2.8% | +4.2% | -7.0% | -5.6% |
| 6M | +20.9% | +11.1% | +9.8% | +12.3% |
| YTD | +40.2% | +6.6% | +33.6% | +32.4% |
| 1Y | +34.1% | +6.2% | +27.9% | +26.7% |
| 3Y | +164.1% | +95.0% | +69.1% | +67.3% |
| All | +228.8% | +90.5% | +138.3% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling