-0.1%
UUUU vs BAM
+88.1%
-88.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -7.1% |
| 7D | -6.9% | +5.0% | -11.9% | -9.3% |
| 30D | -32.3% | +16.6% | -48.9% | -38.1% |
| 3M | -52.8% | +2.2% | -55.0% | -53.5% |
| 6M | -68.5% | +9.7% | -78.1% | -70.2% |
| YTD | -53.6% | +5.2% | -58.9% | -55.7% |
| 1Y | -59.1% | +3.9% | -63.0% | -60.7% |
| 3Y | -14.7% | +91.5% | -106.2% | -39.2% |
| All | -0.1% | +88.1% | -88.3% | -28.0% |
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 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