+136.5%
CAPR vs BAM
+80.8%
+55.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -7.7% |
| 7D | +19.1% | -2.0% | +21.1% | +20.3% |
| 30D | +48.8% | +13.7% | +35.2% | +41.2% |
| 3M | +144.4% | -4.8% | +149.1% | +148.4% |
| 6M | -67.5% | +7.6% | -75.1% | -69.9% |
| YTD | -64.5% | +1.2% | -65.7% | -66.6% |
| 1Y | +74.4% | -2.3% | +76.7% | +67.7% |
| 3Y | +265.7% | +84.1% | +181.6% | +166.1% |
| All | +136.5% | +80.8% | +55.7% | +72.2% |
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