-2.4%
UUUU vs BAM
+81.2%
-83.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | -1.1% | -2.7% | +1.6% | +0.6% |
| 30D | -21.0% | +15.5% | -36.5% | -27.5% |
| 3M | -54.8% | -6.9% | -47.9% | -53.1% |
| 6M | -67.3% | +9.9% | -77.2% | -69.1% |
| YTD | -54.7% | +1.4% | -56.1% | -55.8% |
| 1Y | -57.4% | +3.3% | -60.7% | -58.9% |
| 3Y | -19.6% | +83.6% | -103.3% | -41.4% |
| All | -2.4% | +81.2% | -83.6% | -28.1% |
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