+838.3%
BE vs BAM
+80.8%
+757.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -1.8% |
| 7D | +20.5% | -2.0% | +22.5% | +22.6% |
| 30D | -23.4% | +13.7% | -37.0% | -31.8% |
| 3M | -14.9% | -4.8% | -10.1% | -12.3% |
| 6M | -28.1% | +7.6% | -35.7% | -33.8% |
| YTD | +132.4% | +1.2% | +131.2% | +121.1% |
| 1Y | +59.4% | -2.3% | +61.6% | +58.4% |
| 3Y | +1,815.8% | +84.1% | +1,731.7% | +993.6% |
| All | +838.3% | +80.8% | +757.5% | +437.5% |
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