+26.8%
BURL vs BAM
+86.2%
-59.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +4.1% | +9.7% | -5.6% | -0.3% |
| 30D | -9.5% | +19.0% | -28.5% | -16.4% |
| 3M | -33.5% | +0.6% | -34.1% | -33.9% |
| 6M | -22.1% | +11.1% | -33.2% | -26.3% |
| YTD | -14.6% | +4.2% | -18.8% | -17.5% |
| 1Y | -8.4% | +3.3% | -11.7% | -11.4% |
| 3Y | +86.6% | +88.8% | -2.2% | +35.7% |
| All | +26.8% | +86.2% | -59.4% | -8.2% |
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