-29.1%
BRO vs BAM
-11.5%
-17.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -7.3% | -6.6% | -0.7% | -6.7% |
| 30D | -6.9% | -12.4% | +5.6% | -5.7% |
| 3M | +10.7% | +2.4% | +8.3% | +10.7% |
| 6M | -2.7% | +7.9% | -10.6% | -2.8% |
| YTD | -16.3% | -7.0% | -9.3% | -16.6% |
| 1Y | -29.1% | -13.4% | -15.7% | -29.0% |
| All | -29.1% | -11.5% | -17.6% | -29.0% |
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