-0.4%
PL vs BAM
+4.2%
-4.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.2% | -12.6% | -8.1% |
| 7D | -11.7% | +14.2% | -26.0% | -15.8% |
| 30D | -27.1% | +21.0% | -48.1% | -32.1% |
| 3M | -44.6% | +5.2% | -49.8% | -45.6% |
| 6M | -67.2% | +16.0% | -83.1% | -68.8% |
| YTD | -35.9% | +6.5% | -42.3% | -37.6% |
| 1Y | -0.4% | +4.4% | -4.8% | -6.4% |
| All | -0.4% | +4.2% | -4.6% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling