+18.8%
A vs BAM
+90.5%
-71.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | +4.8% | +5.3% | -0.5% | +3.0% |
| 30D | +5.6% | +18.1% | -12.4% | 0.0% |
| 3M | +23.6% | +4.2% | +19.4% | +21.7% |
| 6M | +56.4% | +11.1% | +45.3% | +50.2% |
| YTD | +33.4% | +6.6% | +26.8% | +29.3% |
| 1Y | +23.7% | +6.2% | +17.5% | +20.0% |
| 3Y | +71.0% | +95.0% | -24.0% | +35.7% |
| All | +18.8% | +90.5% | -71.7% | -5.3% |
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