-8.2%
BROS vs BAM
+84.8%
-93.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | -20.4% | -2.9% | -17.5% | -18.7% |
| 30D | -6.1% | +14.7% | -20.8% | -12.6% |
| 3M | -29.4% | -4.1% | -25.2% | -27.6% |
| 6M | -31.5% | +9.6% | -41.1% | -35.6% |
| YTD | -42.8% | +3.4% | -46.2% | -44.6% |
| 1Y | -37.5% | +1.0% | -38.5% | -38.7% |
| 3Y | +27.2% | +88.2% | -61.0% | -9.7% |
| All | -8.2% | +84.8% | -93.1% | -36.6% |
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 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