+219.8%
P vs BAM
+86.2%
+133.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | -23.8% | +9.7% | -33.5% | -28.1% |
| 30D | -36.6% | +19.0% | -55.6% | -43.1% |
| 3M | +10.9% | +0.6% | +10.3% | +9.8% |
| 6M | +30.0% | +11.1% | +18.9% | +20.1% |
| YTD | +44.4% | +4.2% | +40.2% | +38.4% |
| 1Y | +3.9% | +3.3% | +0.6% | -0.3% |
| 3Y | +176.6% | +88.8% | +87.8% | +105.7% |
| All | +219.8% | +86.2% | +133.6% | +138.1% |
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 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