+36.7%
BR vs BAM
+86.2%
-49.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +6.5% | +9.7% | -3.2% | +3.6% |
| 30D | +18.9% | +19.0% | -0.1% | +13.2% |
| 3M | +16.3% | +0.6% | +15.7% | +15.7% |
| 6M | +26.2% | +11.1% | +15.1% | +21.9% |
| YTD | -13.1% | +4.2% | -17.3% | -14.8% |
| 1Y | -10.5% | +3.3% | -13.8% | -12.2% |
| 3Y | +13.3% | +88.8% | -75.4% | -7.8% |
| All | +36.7% | +86.2% | -49.5% | +9.3% |
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