+226.3%
C vs BAM
+78.0%
+148.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +3.6% | -2.0% | +5.6% | +4.6% |
| 30D | +0.1% | -2.9% | +3.0% | +1.2% |
| 3M | +2.4% | +9.4% | -7.0% | -2.7% |
| 6M | +24.9% | +10.8% | +14.2% | +17.5% |
| YTD | +19.8% | -0.4% | +20.2% | +18.5% |
| 1Y | +44.9% | -10.9% | +55.7% | +51.1% |
| 3Y | +263.0% | +61.3% | +201.7% | +186.9% |
| All | +226.3% | +78.0% | +148.4% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling