+207.2%
COMP vs BAM
+61.4%
+145.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | 0.0% |
| 7D | +1.4% | -2.0% | +3.3% | +3.2% |
| 30D | -13.3% | -2.9% | -10.4% | -11.0% |
| 3M | +41.1% | +9.4% | +31.7% | +30.5% |
| 6M | +17.2% | +10.8% | +6.4% | +7.7% |
| YTD | +5.2% | -0.4% | +5.6% | +4.7% |
| 1Y | +18.9% | -10.9% | +29.8% | +28.8% |
| All | +207.2% | +61.4% | +145.8% | +39.6% |
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