+200.7%
CAPR vs BAM
+84.2%
+116.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.5% | -2.1% |
| 7D | +29.7% | +7.9% | +21.8% | +25.3% |
| 30D | +11.0% | +16.0% | -5.1% | +3.9% |
| 3M | +118.8% | +0.6% | +118.2% | +115.8% |
| 6M | -73.9% | +10.5% | -84.4% | -76.4% |
| YTD | -70.2% | +3.2% | -73.4% | -72.4% |
| 1Y | +38.3% | +1.0% | +37.2% | +30.1% |
| All | +200.7% | +84.2% | +116.5% | +118.8% |
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