+229.0%
P vs BAM
+78.0%
+151.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | +6.5% | -2.0% | +8.5% | +7.8% |
| 30D | +18.8% | -2.9% | +21.8% | +20.9% |
| 3M | +26.7% | +9.4% | +17.4% | +19.5% |
| 6M | +62.2% | +10.8% | +51.4% | +50.4% |
| YTD | +48.5% | -0.4% | +48.9% | +47.1% |
| 1Y | +26.4% | -10.9% | +37.3% | +33.6% |
| 3Y | +159.4% | +61.3% | +98.2% | +106.2% |
| All | +229.0% | +78.0% | +151.0% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling