+16.7%
A vs BAM
+84.8%
-68.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.1% | -2.9% | +2.7% | +0.8% |
| 30D | +3.3% | +14.7% | -11.4% | -1.4% |
| 3M | +18.5% | -4.1% | +22.7% | +19.9% |
| 6M | +59.3% | +9.6% | +49.7% | +53.5% |
| YTD | +31.0% | +3.4% | +27.6% | +28.2% |
| 1Y | +19.3% | +1.0% | +18.3% | +17.6% |
| 3Y | +66.8% | +88.2% | -21.4% | +33.8% |
| All | +16.7% | +84.8% | -68.1% | -6.1% |
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 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