-11.6%
BR vs BAM
+3.7%
-15.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +5.0% | +5.0% | 0.0% | +3.6% |
| 30D | +16.6% | +16.6% | 0.0% | +12.2% |
| 3M | +12.0% | +2.2% | +9.8% | +10.7% |
| 6M | +30.7% | +9.7% | +21.1% | +27.0% |
| YTD | -11.9% | +5.2% | -17.2% | -13.7% |
| 1Y | -11.6% | +3.9% | -15.5% | -13.5% |
| All | -11.6% | +3.7% | -15.2% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling