-29.6%
OPEN vs BAM
+88.1%
-117.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -5.6% |
| 7D | -24.7% | +5.0% | -29.7% | -28.5% |
| 30D | -41.0% | +16.6% | -57.6% | -50.4% |
| 3M | -62.4% | +2.2% | -64.6% | -63.2% |
| 6M | -73.9% | +9.7% | -83.5% | -76.7% |
| YTD | -77.5% | +5.2% | -82.8% | -79.3% |
| 1Y | -83.6% | +3.9% | -87.5% | -84.6% |
| 3Y | -37.0% | +91.5% | -128.6% | -74.8% |
| All | -29.6% | +88.1% | -117.7% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling