-21.7%
COO vs BAM
+90.5%
-112.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.8% |
| 7D | +4.3% | +5.3% | -1.0% | +2.7% |
| 30D | +17.6% | +18.1% | -0.5% | +11.8% |
| 3M | -13.9% | +4.2% | -18.1% | -15.1% |
| 6M | +6.6% | +11.1% | -4.5% | +2.7% |
| YTD | -22.0% | +6.6% | -28.6% | -24.2% |
| 1Y | -8.8% | +6.2% | -15.0% | -11.4% |
| 3Y | -21.5% | +95.0% | -116.5% | -36.3% |
| All | -21.7% | +90.5% | -112.2% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling