+77.2%
CAPR vs BAM
+5.0%
+72.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.1% |
| 7D | +36.0% | +5.3% | +30.8% | +32.5% |
| 30D | +25.8% | +18.1% | +7.7% | +16.4% |
| 3M | +140.8% | +4.2% | +136.6% | +128.8% |
| 6M | -67.6% | +11.1% | -78.7% | -71.1% |
| YTD | -65.9% | +6.6% | -72.5% | -70.8% |
| All | +77.2% | +5.0% | +72.2% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling