+120.6%
ALL vs BAM
+81.2%
+39.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +5.0% | -2.7% | +7.7% | +5.4% |
| 30D | +13.3% | +15.5% | -2.2% | +11.0% |
| 3M | +3.2% | -6.9% | +10.0% | +4.0% |
| 6M | +25.3% | +9.9% | +15.5% | +23.2% |
| YTD | +30.5% | +1.4% | +29.1% | +29.6% |
| 1Y | +29.2% | +3.3% | +25.9% | +27.8% |
| 3Y | +119.1% | +83.6% | +35.5% | +98.2% |
| All | +120.6% | +81.2% | +39.4% | +98.6% |
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