-46.1%
IT vs BAM
+81.2%
-127.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | -2.7% | +3.8% | +2.1% |
| 30D | -1.8% | +15.5% | -17.4% | -7.2% |
| 3M | +4.8% | -6.9% | +11.7% | +7.6% |
| 6M | +33.0% | +9.9% | +23.1% | +27.7% |
| YTD | -23.8% | +1.4% | -25.2% | -24.5% |
| 1Y | -16.5% | +3.3% | -19.8% | -17.9% |
| 3Y | -53.6% | +83.6% | -137.3% | -61.5% |
| All | -46.1% | +81.2% | -127.3% | -55.2% |
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 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