+130.1%
COST vs BAM
+81.2%
+48.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +5.0% | -2.7% | +7.7% | +5.4% |
| 30D | +12.8% | +15.5% | -2.7% | +10.4% |
| 3M | +15.2% | -6.9% | +22.0% | +16.2% |
| 6M | +7.4% | +9.9% | -2.5% | +5.5% |
| YTD | +29.0% | +1.4% | +27.6% | +28.2% |
| 1Y | +20.3% | +3.3% | +17.0% | +19.0% |
| 3Y | +99.0% | +83.6% | +15.4% | +75.7% |
| All | +130.1% | +81.2% | +48.9% | +101.2% |
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