+107.9%
CAPR vs BAM
+86.2%
+21.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.7% | +4.2% |
| 7D | +41.1% | +9.7% | +31.3% | +35.5% |
| 30D | +11.1% | +19.0% | -7.9% | +3.2% |
| 3M | +115.3% | +0.6% | +114.8% | +112.9% |
| 6M | -73.8% | +11.1% | -84.9% | -76.2% |
| YTD | -68.8% | +4.2% | -73.0% | -71.1% |
| 1Y | +43.3% | +3.3% | +40.0% | +34.2% |
| 3Y | +214.7% | +88.8% | +125.9% | +126.1% |
| All | +107.9% | +86.2% | +21.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling