-8.4%
BURL vs BAM
+2.7%
-11.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +4.1% | +9.7% | -5.6% | +1.1% |
| 30D | -9.5% | +19.0% | -28.5% | -14.1% |
| 3M | -33.5% | +0.6% | -34.1% | -34.0% |
| 6M | -22.1% | +11.1% | -33.2% | -25.0% |
| YTD | -14.6% | +4.2% | -18.8% | -18.3% |
| 1Y | -8.4% | +3.3% | -11.7% | -12.3% |
| All | -8.4% | +2.7% | -11.0% | -12.3% |
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 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