+91.9%
UUUU vs BAM
+66.2%
+25.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -10.5% | -6.6% | -3.9% | -7.1% |
| 30D | -10.5% | -12.4% | +1.9% | -3.6% |
| 3M | -14.1% | +2.4% | -16.5% | -15.5% |
| 6M | -35.5% | +7.9% | -43.4% | -38.0% |
| YTD | -10.9% | -7.0% | -3.9% | -8.6% |
| 1Y | +3.4% | -13.4% | +16.8% | +10.5% |
| 3Y | +73.1% | +46.9% | +26.3% | +42.2% |
| All | +91.9% | +66.2% | +25.6% | +48.6% |
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 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