+32.8%
BURL vs BAM
+90.3%
-57.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.2% | +1.5% | +4.8% |
| 7D | +10.4% | +14.2% | -3.8% | +3.9% |
| 30D | -4.9% | +21.0% | -25.9% | -12.9% |
| 3M | -29.8% | +5.2% | -34.9% | -31.6% |
| 6M | -16.5% | +16.0% | -32.4% | -22.6% |
| YTD | -10.5% | +6.5% | -17.0% | -14.4% |
| 1Y | -5.3% | +4.4% | -9.7% | -8.8% |
| 3Y | +95.1% | +90.0% | +5.0% | +41.2% |
| All | +32.8% | +90.3% | -57.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling