+117.2%
ALL vs BAM
+84.2%
+33.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.5% |
| 7D | +4.2% | +7.9% | -3.7% | +3.2% |
| 30D | +18.9% | +16.0% | +2.9% | +16.6% |
| 3M | +1.2% | +0.6% | +0.6% | +1.0% |
| 6M | +23.2% | +10.5% | +12.7% | +21.2% |
| YTD | +30.0% | +3.2% | +26.8% | +29.0% |
| 1Y | +39.6% | +1.0% | +38.6% | +38.9% |
| All | +117.2% | +84.2% | +33.1% | +116.3% |
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 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