-0.6%
A vs BAM
+78.0%
-78.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.9% | -2.0% | 0.0% | -1.3% |
| 30D | +6.9% | -2.9% | +9.8% | +7.8% |
| 3M | +9.2% | +9.4% | -0.1% | +5.6% |
| 6M | +25.7% | +10.8% | +14.9% | +20.8% |
| YTD | +11.5% | -0.4% | +12.0% | +10.7% |
| 1Y | +18.4% | -10.9% | +29.2% | +21.6% |
| 3Y | +26.6% | +61.3% | -34.6% | +5.9% |
| All | -0.6% | +78.0% | -78.6% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling