+51.3%
BP vs BAM
+86.2%
-34.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -11.6% | +9.7% | -21.3% | -12.5% |
| 30D | 0.0% | +19.0% | -18.9% | -1.9% |
| 3M | +6.7% | +0.6% | +6.2% | +6.6% |
| 6M | +2.2% | +11.1% | -8.9% | +0.4% |
| YTD | +33.0% | +4.2% | +28.8% | +31.8% |
| 1Y | +30.7% | +3.3% | +27.4% | +29.6% |
| 3Y | +44.2% | +88.8% | -44.6% | +21.4% |
| All | +51.3% | +86.2% | -34.9% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling