+38.1%
BR vs BAM
+90.5%
-52.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | +4.4% | +5.3% | -0.9% | +2.8% |
| 30D | +16.3% | +18.1% | -1.8% | +10.9% |
| 3M | +16.2% | +4.2% | +12.0% | +14.5% |
| 6M | +30.3% | +11.1% | +19.2% | +25.9% |
| YTD | -12.2% | +6.6% | -18.8% | -14.5% |
| 1Y | -11.3% | +6.2% | -17.5% | -13.7% |
| 3Y | +15.2% | +95.0% | -79.8% | -7.1% |
| All | +38.1% | +90.5% | -52.4% | +9.7% |
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 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