+223.0%
CAH vs BAM
+67.8%
+155.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | -0.1% |
| 7D | -2.2% | -3.9% | +1.7% | -2.0% |
| 30D | +1.2% | -8.8% | +10.0% | +1.6% |
| 3M | +13.1% | +2.2% | +10.9% | +13.0% |
| 6M | +8.5% | +5.9% | +2.5% | +8.1% |
| YTD | +17.6% | -6.1% | +23.7% | +17.9% |
| 1Y | +60.7% | -11.6% | +72.3% | +61.5% |
| 3Y | +183.2% | +51.7% | +131.5% | +170.9% |
| All | +223.0% | +67.8% | +155.2% | +204.4% |
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