-20.3%
BROS vs BAM
+4.2%
-24.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -1.8% |
| 7D | +2.5% | +14.2% | -11.8% | -3.6% |
| 30D | +15.1% | +21.0% | -5.9% | +5.3% |
| 3M | -31.4% | +5.2% | -36.6% | -33.4% |
| 6M | -22.6% | +16.0% | -38.6% | -29.3% |
| YTD | -28.1% | +6.5% | -34.6% | -31.9% |
| 1Y | -20.3% | +4.4% | -24.6% | -23.4% |
| All | -20.3% | +4.2% | -24.5% | -23.4% |
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