+75.0%
D vs BAM
+85.6%
-10.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | +7.7% | +15.5% | -7.8% | +5.8% |
| 3M | -0.3% | -6.9% | +6.6% | +0.4% |
| 6M | +10.1% | +9.9% | +0.2% | +8.4% |
| YTD | +19.1% | +1.4% | +17.7% | +18.3% |
| 1Y | +15.9% | +3.3% | +12.6% | +14.7% |
| 3Y | +75.0% | +83.6% | -8.6% | +41.3% |
| All | +75.0% | +85.6% | -10.6% | +41.3% |
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 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