+24.3%
OMC vs BAM
+86.2%
-61.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +6.3% | +9.7% | -3.4% | +3.2% |
| 30D | +15.4% | +19.0% | -3.6% | +9.2% |
| 3M | +5.8% | +0.6% | +5.2% | +5.3% |
| 6M | +14.7% | +11.1% | +3.6% | +10.6% |
| YTD | +10.3% | +4.2% | +6.1% | +8.0% |
| 1Y | +23.2% | +3.3% | +19.9% | +20.7% |
| 3Y | +24.6% | +88.8% | -64.2% | +0.8% |
| All | +24.3% | +86.2% | -61.9% | -0.3% |
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