-36.0%
OPEN vs BAM
+81.2%
-117.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.9% |
| 7D | -15.0% | -2.7% | -12.3% | -12.2% |
| 30D | -40.2% | +15.5% | -55.7% | -49.2% |
| 3M | -67.4% | -6.9% | -60.5% | -64.4% |
| 6M | -74.0% | +9.9% | -83.9% | -76.9% |
| YTD | -79.6% | +1.4% | -81.0% | -80.3% |
| 1Y | -86.1% | +3.3% | -89.4% | -87.0% |
| 3Y | -41.4% | +83.6% | -125.0% | -75.3% |
| All | -36.0% | +81.2% | -117.2% | -73.4% |
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