+15.7%
BRO vs BAM
+66.1%
-50.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -8.6% | -6.1% | -2.5% | -7.7% |
| 30D | -6.9% | -13.8% | +6.9% | -4.8% |
| 3M | +10.5% | +4.4% | +6.1% | +9.7% |
| 6M | -2.8% | +6.4% | -9.2% | -3.9% |
| YTD | -16.1% | -7.1% | -9.1% | -15.6% |
| 1Y | -27.6% | -11.8% | -15.8% | -26.6% |
| 3Y | -7.3% | +50.2% | -57.4% | -15.9% |
| All | +15.7% | +66.1% | -50.5% | +1.6% |
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