+98.8%
PL vs BAM
+84.5%
+14.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -8.0% |
| 7D | -20.5% | +7.9% | -28.5% | -25.4% |
| 30D | -38.8% | +16.0% | -54.8% | -45.6% |
| 3M | -49.1% | +0.6% | -49.8% | -50.0% |
| 6M | -69.4% | +10.5% | -79.9% | -72.0% |
| YTD | -42.3% | +3.2% | -45.6% | -45.5% |
| 1Y | -14.2% | +1.0% | -15.2% | -17.7% |
| 3Y | +398.7% | +84.2% | +314.4% | +231.6% |
| All | +98.8% | +84.5% | +14.3% | +31.7% |
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