-66.4%
MOD vs BAM
+12.2%
-78.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.0% | -4.2% | -7.4% |
| 7D | -34.2% | +7.9% | -42.1% | -34.5% |
| 30D | -51.9% | +16.0% | -67.9% | -53.3% |
| 3M | -53.0% | +0.6% | -53.7% | -52.2% |
| 6M | -66.4% | +10.5% | -76.9% | -66.9% |
| All | -66.4% | +12.2% | -78.6% | -66.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling