+28.9%
BURL vs BAM
+84.5%
-55.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.5% |
| 7D | +3.5% | +7.9% | -4.5% | -0.1% |
| 30D | -9.3% | +16.0% | -25.3% | -15.2% |
| 3M | -32.1% | +0.6% | -32.7% | -32.5% |
| 6M | -19.8% | +10.5% | -30.3% | -24.0% |
| YTD | -13.2% | +3.2% | -16.4% | -15.8% |
| 1Y | -7.8% | +1.0% | -8.9% | -9.9% |
| 3Y | +89.3% | +84.2% | +5.1% | +39.0% |
| All | +28.9% | +84.5% | -55.6% | -6.3% |
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