+48.4%
MAR vs BAM
-1.2%
+49.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.6% | -2.7% | +4.3% | +2.4% |
| 30D | +13.8% | +15.5% | -1.7% | +8.9% |
| 3M | +20.3% | -6.9% | +27.1% | +22.1% |
| 6M | +21.3% | +9.9% | +11.4% | +16.4% |
| YTD | +37.2% | +1.4% | +35.8% | +33.4% |
| 1Y | +48.4% | +3.3% | +45.2% | +43.8% |
| All | +48.4% | -1.2% | +49.6% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling