+166.5%
MAR vs BAM
+80.8%
+85.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | +1.8% | -2.0% | +3.8% | +2.5% |
| 30D | +14.3% | +13.7% | +0.6% | +8.6% |
| 3M | +20.0% | -4.8% | +24.8% | +21.8% |
| 6M | +21.7% | +7.6% | +14.1% | +17.1% |
| YTD | +37.7% | +1.2% | +36.5% | +35.1% |
| 1Y | +46.8% | -2.3% | +49.1% | +45.7% |
| 3Y | +121.0% | +84.1% | +36.9% | +75.4% |
| All | +166.5% | +80.8% | +85.7% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling