+158.5%
PAAS vs BAM
+90.5%
+68.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.9% |
| 7D | +8.8% | +5.3% | +3.6% | +6.6% |
| 30D | -8.5% | +18.1% | -26.5% | -14.8% |
| 3M | -17.0% | +4.2% | -21.2% | -18.8% |
| 6M | -27.9% | +11.1% | -39.0% | -31.4% |
| YTD | -17.5% | +6.6% | -24.1% | -20.7% |
| 1Y | +22.8% | +6.2% | +16.6% | +18.1% |
| 3Y | +224.2% | +95.0% | +129.2% | +128.4% |
| All | +158.5% | +90.5% | +68.0% | +83.9% |
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