-17.1%
COO vs BAM
+71.9%
-89.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.8% |
| 30D | -8.8% | -6.0% | -2.8% | -7.3% |
| 3M | +1.3% | +7.3% | -6.0% | -1.0% |
| 6M | -11.6% | +8.2% | -19.8% | -14.1% |
| YTD | -17.4% | -3.8% | -13.6% | -17.2% |
| 1Y | -1.6% | -10.7% | +9.1% | +0.5% |
| 3Y | -22.6% | +55.3% | -78.0% | -33.9% |
| All | -17.1% | +71.9% | -89.0% | -30.8% |
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