+1,075.0%
BE vs BAM
+78.0%
+997.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.7% | +6.8% |
| 7D | +20.0% | -2.0% | +21.9% | +21.9% |
| 30D | +7.9% | -2.9% | +10.8% | +10.0% |
| 3M | -13.2% | +9.4% | -22.6% | -20.5% |
| 6M | +53.5% | +10.8% | +42.7% | +38.8% |
| YTD | +191.0% | -0.4% | +191.5% | +183.7% |
| 1Y | +360.5% | -10.9% | +371.4% | +402.4% |
| 3Y | +1,568.0% | +61.3% | +1,506.8% | +956.4% |
| All | +1,075.0% | +78.0% | +997.1% | +589.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling