+168.8%
MAR vs BAM
+88.1%
+80.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +3.1% |
| 7D | +2.9% | +5.0% | -2.1% | +0.9% |
| 30D | +17.0% | +16.6% | +0.5% | +10.2% |
| 3M | +23.2% | +2.2% | +20.9% | +21.6% |
| 6M | +21.7% | +9.7% | +12.1% | +16.3% |
| YTD | +38.9% | +5.2% | +33.6% | +34.2% |
| 1Y | +48.7% | +3.9% | +44.7% | +44.0% |
| 3Y | +122.9% | +91.5% | +31.4% | +74.3% |
| All | +168.8% | +88.1% | +80.6% | +108.7% |
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