+41.2%
IR vs BAM
+78.0%
-36.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -2.8% | -2.0% | -0.9% | -1.9% |
| 30D | -15.1% | -2.9% | -12.2% | -14.1% |
| 3M | +6.1% | +9.4% | -3.3% | +1.5% |
| 6M | -16.8% | +10.8% | -27.6% | -21.0% |
| YTD | -3.5% | -0.4% | -3.1% | -4.4% |
| 1Y | -3.5% | -10.9% | +7.4% | +0.2% |
| 3Y | +9.5% | +61.3% | -51.8% | -13.4% |
| All | +41.2% | +78.0% | -36.8% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling