+24.1%
BR vs BAM
+78.0%
-53.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -5.3% | -2.0% | -3.3% | -4.8% |
| 30D | +6.4% | -2.9% | +9.4% | +7.2% |
| 3M | +13.6% | +9.4% | +4.3% | +10.7% |
| 6M | -6.7% | +10.8% | -17.5% | -9.8% |
| YTD | -21.1% | -0.4% | -20.7% | -21.5% |
| 1Y | -29.6% | -10.9% | -18.7% | -27.9% |
| 3Y | -2.4% | +61.3% | -63.6% | -17.6% |
| All | +24.1% | +78.0% | -53.8% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling