+1,647.6%
BE vs BAM
+92.7%
+1,554.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.3% |
| 7D | -13.4% | +5.0% | -18.3% | -16.7% |
| 30D | -33.9% | +16.6% | -50.5% | -42.4% |
| 3M | -12.0% | +2.2% | -14.2% | -14.7% |
| 6M | -29.0% | +9.7% | -38.6% | -35.8% |
| YTD | +113.4% | +5.2% | +108.2% | +96.3% |
| 1Y | +33.2% | +3.9% | +29.3% | +25.6% |
| All | +1,647.6% | +92.7% | +1,554.9% | +585.4% |
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 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