+252.1%
P vs BAM
+84.8%
+167.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +5.4% |
| 7D | -4.7% | -2.9% | -1.9% | -2.9% |
| 30D | -31.4% | +14.7% | -46.1% | -37.1% |
| 3M | -2.6% | -4.1% | +1.5% | -1.0% |
| 6M | +21.9% | +9.6% | +12.4% | +13.7% |
| YTD | +58.9% | +3.4% | +55.5% | +52.9% |
| 1Y | +21.7% | +1.0% | +20.7% | +18.4% |
| 3Y | +193.3% | +88.2% | +105.1% | +118.7% |
| All | +252.1% | +84.8% | +167.2% | +163.1% |
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