-25.4%
COO vs BAM
+85.9%
-111.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +4.7% | +9.7% | -5.0% | +1.5% |
| 30D | +13.9% | +19.0% | -5.1% | +7.4% |
| 3M | -14.9% | +0.6% | -15.5% | -15.4% |
| 6M | +2.0% | +11.1% | -9.1% | -2.0% |
| YTD | -23.9% | +4.2% | -28.1% | -25.8% |
| 1Y | -9.6% | +3.3% | -13.0% | -11.7% |
| 3Y | -25.4% | +88.8% | -114.2% | -43.7% |
| All | -25.4% | +85.9% | -111.3% | -43.7% |
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 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