-47.7%
IT vs BAM
+78.0%
-125.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | -6.0% | -2.0% | -4.1% | -5.3% |
| 30D | 0.0% | -2.9% | +2.9% | +1.0% |
| 3M | +13.1% | +9.4% | +3.7% | +9.1% |
| 6M | +11.7% | +10.8% | +0.9% | +6.9% |
| YTD | -26.1% | -0.4% | -25.7% | -26.1% |
| 1Y | -21.3% | -10.9% | -10.4% | -18.5% |
| 3Y | -46.7% | +61.3% | -108.0% | -54.5% |
| All | -47.7% | +78.0% | -125.6% | -56.2% |
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