+183.6%
C vs BAM
+86.2%
+97.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -2.4% | +9.7% | -12.1% | -6.8% |
| 30D | -6.0% | +19.0% | -25.0% | -13.8% |
| 3M | -10.5% | +0.6% | -11.1% | -11.3% |
| 6M | -5.7% | +11.1% | -16.8% | -11.5% |
| YTD | +4.1% | +4.2% | 0.0% | +0.5% |
| 1Y | +20.5% | +3.3% | +17.2% | +16.6% |
| 3Y | +208.1% | +88.8% | +119.4% | +129.0% |
| All | +183.6% | +86.2% | +97.4% | +108.0% |
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