+206.6%
C vs BAM
+84.2%
+122.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -3.5% |
| 7D | -5.3% | +7.9% | -13.2% | -9.1% |
| 30D | -7.3% | +16.0% | -23.4% | -14.4% |
| 3M | -13.5% | +0.6% | -14.1% | -14.3% |
| 6M | -6.5% | +10.5% | -17.0% | -12.5% |
| YTD | +3.6% | +3.2% | +0.4% | +0.2% |
| 1Y | +18.9% | +1.0% | +17.9% | +16.2% |
| All | +206.6% | +84.2% | +122.4% | +119.0% |
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 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