+152.8%
B vs BAM
+88.1%
+64.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.7% |
| 7D | +7.1% | +5.0% | +2.1% | +5.8% |
| 30D | -3.3% | +16.6% | -19.9% | -7.3% |
| 3M | -2.5% | +2.2% | -4.8% | -3.4% |
| 6M | -7.2% | +9.7% | -16.9% | -9.9% |
| YTD | -7.4% | +5.2% | -12.6% | -9.5% |
| 1Y | +16.4% | +3.9% | +12.5% | +13.9% |
| 3Y | +178.7% | +91.5% | +87.2% | +131.3% |
| All | +152.8% | +88.1% | +64.7% | +109.4% |
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