+88.3%
DD vs BAM
+80.8%
+7.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +6.7% | -2.0% | +8.7% | +7.6% |
| 30D | +19.4% | +13.7% | +5.7% | +13.1% |
| 3M | +7.6% | -4.8% | +12.4% | +9.3% |
| 6M | +2.9% | +7.6% | -4.7% | -0.9% |
| YTD | +29.9% | +1.2% | +28.7% | +27.6% |
| 1Y | +28.6% | -2.3% | +30.9% | +27.9% |
| 3Y | +90.0% | +84.1% | +5.9% | +47.5% |
| All | +88.3% | +80.8% | +7.5% | +45.1% |
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