+161.4%
MAR vs BAM
+86.2%
+75.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +4.3% | +9.7% | -5.4% | +0.6% |
| 30D | +16.8% | +19.0% | -2.2% | +9.1% |
| 3M | +16.0% | +0.6% | +15.5% | +15.3% |
| 6M | +16.5% | +11.1% | +5.4% | +10.7% |
| YTD | +35.0% | +4.2% | +30.9% | +31.1% |
| 1Y | +49.4% | +3.3% | +46.0% | +45.1% |
| 3Y | +124.1% | +88.8% | +35.3% | +76.1% |
| All | +161.4% | +86.2% | +75.1% | +103.8% |
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 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