+98.6%
UUUU vs BAM
+57.7%
+41.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +3.0% |
| 7D | +2.8% | -1.6% | +4.4% | +3.7% |
| 30D | +3.4% | -6.0% | +9.4% | +7.2% |
| 3M | -3.9% | +7.3% | -11.2% | -8.0% |
| 6M | -23.2% | +8.2% | -31.4% | -26.5% |
| YTD | +0.6% | -3.8% | +4.4% | +1.2% |
| 1Y | +22.9% | -10.7% | +33.6% | +29.1% |
| 3Y | +98.6% | +55.3% | +43.3% | +77.0% |
| All | +98.6% | +57.7% | +41.0% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling