+126.2%
COST vs BAM
+84.8%
+41.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.3% |
| 7D | +3.9% | -2.9% | +6.8% | +4.3% |
| 30D | +13.5% | +14.7% | -1.2% | +11.2% |
| 3M | +15.3% | -4.1% | +19.5% | +15.8% |
| 6M | +9.2% | +9.6% | -0.4% | +7.3% |
| YTD | +26.9% | +3.4% | +23.5% | +25.6% |
| 1Y | +19.7% | +1.0% | +18.7% | +18.9% |
| 3Y | +96.0% | +88.2% | +7.8% | +72.5% |
| All | +126.2% | +84.8% | +41.4% | +97.3% |
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