+16.8%
O vs BAM
+80.8%
-64.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.4% | -2.0% | +1.6% | -0.2% |
| 30D | +8.3% | +13.7% | -5.4% | +6.5% |
| 3M | -4.0% | -4.8% | +0.8% | -3.6% |
| 6M | -2.6% | +7.6% | -10.2% | -3.8% |
| YTD | +9.9% | +1.2% | +8.7% | +9.1% |
| 1Y | +9.8% | -2.3% | +12.1% | +9.6% |
| 3Y | +39.7% | +84.1% | -44.4% | +20.0% |
| All | +16.8% | +80.8% | -64.0% | -0.2% |
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