+66.2%
A vs BAM
+85.9%
-19.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -0.1% | +9.7% | -9.8% | -3.3% |
| 30D | +3.4% | +19.0% | -15.6% | -2.8% |
| 3M | +23.8% | +0.6% | +23.3% | +23.3% |
| 6M | +49.0% | +11.1% | +37.9% | +42.6% |
| YTD | +29.4% | +4.2% | +25.2% | +26.2% |
| 1Y | +19.4% | +3.3% | +16.0% | +16.7% |
| 3Y | +66.2% | +88.8% | -22.6% | +28.8% |
| All | +66.2% | +85.9% | -19.7% | +28.8% |
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