+23.0%
M vs BAM
+84.5%
-61.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.8% | -4.4% |
| 7D | -2.1% | +7.9% | -10.1% | -5.6% |
| 30D | +7.7% | +16.0% | -8.3% | +0.4% |
| 3M | -4.4% | +0.6% | -5.0% | -4.9% |
| 6M | +27.5% | +10.5% | +17.0% | +20.8% |
| YTD | +12.8% | +3.2% | +9.5% | +9.7% |
| 1Y | +20.7% | +1.0% | +19.7% | +18.5% |
| 3Y | +111.3% | +84.2% | +27.1% | +53.6% |
| All | +23.0% | +84.5% | -61.5% | -12.1% |
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