+20.7%
BR vs BAM
+67.8%
-47.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.3% |
| 7D | -5.0% | -3.9% | -1.1% | -4.0% |
| 30D | -2.5% | -8.8% | +6.4% | -0.1% |
| 3M | +13.5% | +2.2% | +11.3% | +12.6% |
| 6M | -9.4% | +5.9% | -15.3% | -11.3% |
| YTD | -23.3% | -6.1% | -17.2% | -22.5% |
| 1Y | -31.6% | -11.6% | -20.0% | -29.9% |
| 3Y | -5.1% | +51.7% | -56.8% | -18.5% |
| All | +20.7% | +67.8% | -47.1% | -0.5% |
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