-8.0%
CARR vs BAM
-12.8%
+4.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -4.1% | -6.1% | +1.9% | -2.3% |
| 30D | -11.0% | -13.8% | +2.9% | -6.9% |
| 3M | -16.4% | +4.4% | -20.7% | -17.7% |
| 6M | -2.4% | +6.4% | -8.8% | -4.9% |
| YTD | +8.4% | -7.1% | +15.5% | +8.8% |
| 1Y | -8.0% | -11.8% | +3.8% | -6.5% |
| All | -8.0% | -12.8% | +4.8% | -6.5% |
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