+34.3%
D vs BAM
+81.2%
-47.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | -0.3% | -6.9% | +6.6% | +0.5% |
| 6M | +10.1% | +9.9% | +0.2% | +8.2% |
| YTD | +19.1% | +1.4% | +17.7% | +18.2% |
| 1Y | +15.9% | +3.3% | +12.6% | +14.6% |
| 3Y | +75.0% | +83.6% | -8.6% | +50.7% |
| All | +34.3% | +81.2% | -47.0% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling