+111.2%
MAR vs BAM
+78.0%
+33.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -3.4% |
| 30D | -6.7% | -2.9% | -3.8% | -5.8% |
| 3M | -12.5% | +9.4% | -21.9% | -16.0% |
| 6M | +0.6% | +10.8% | -10.2% | -4.3% |
| YTD | +9.1% | -0.4% | +9.6% | +8.0% |
| 1Y | +26.2% | -10.9% | +37.1% | +30.1% |
| 3Y | +68.2% | +61.3% | +6.9% | +39.6% |
| All | +111.2% | +78.0% | +33.2% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling