+95.3%
BURL vs BAM
+90.0%
+5.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.2% | +1.5% | +4.7% |
| 7D | +10.4% | +14.2% | -3.8% | +3.5% |
| 30D | -4.9% | +21.0% | -25.9% | -13.4% |
| 3M | -29.8% | +5.2% | -34.9% | -31.7% |
| 6M | -16.5% | +16.0% | -32.4% | -23.0% |
| YTD | -10.5% | +6.5% | -17.0% | -14.7% |
| 1Y | -5.3% | +4.4% | -9.7% | -9.0% |
| All | +95.3% | +90.0% | +5.4% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling