+96.9%
COST vs BAM
+93.4%
+3.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.9% |
| 7D | +2.5% | +5.3% | -2.8% | +1.6% |
| 30D | +12.8% | +18.1% | -5.3% | +10.0% |
| 3M | +12.7% | +4.2% | +8.4% | +11.8% |
| 6M | +6.0% | +11.1% | -5.1% | +4.1% |
| YTD | +24.4% | +6.6% | +17.8% | +22.7% |
| 1Y | +16.2% | +6.2% | +10.0% | +14.6% |
| 3Y | +96.9% | +95.0% | +1.9% | +75.8% |
| All | +96.9% | +93.4% | +3.5% | +75.8% |
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 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