+30.6%
D vs BAM
+78.0%
-47.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | -2.0% | +3.4% | +1.7% |
| 30D | -2.6% | -2.9% | +0.3% | -2.2% |
| 3M | 0.0% | +9.4% | -9.4% | -1.4% |
| 6M | +7.4% | +10.8% | -3.4% | +5.5% |
| YTD | +15.9% | -0.4% | +16.3% | +15.4% |
| 1Y | +18.1% | -10.9% | +29.0% | +19.6% |
| 3Y | +58.4% | +61.3% | -2.9% | +39.3% |
| All | +30.6% | +78.0% | -47.3% | +13.3% |
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