-11.5%
BROS vs BAM
+86.2%
-97.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.8% |
| 7D | -21.2% | +9.7% | -30.9% | -24.9% |
| 30D | -11.6% | +19.0% | -30.5% | -19.4% |
| 3M | -36.7% | +0.6% | -37.2% | -36.9% |
| 6M | -42.8% | +11.1% | -53.9% | -46.7% |
| YTD | -44.8% | +4.2% | -49.0% | -46.8% |
| 1Y | -36.5% | +3.3% | -39.9% | -38.6% |
| 3Y | +27.0% | +88.8% | -61.8% | -10.1% |
| All | -11.5% | +86.2% | -97.7% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling