+403.1%
PL vs BAM
+84.2%
+318.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -7.7% |
| 7D | -20.5% | +7.9% | -28.5% | -25.9% |
| 30D | -38.8% | +16.0% | -54.8% | -46.4% |
| 3M | -49.1% | +0.6% | -49.8% | -50.1% |
| 6M | -69.4% | +10.5% | -79.9% | -72.4% |
| YTD | -42.3% | +3.2% | -45.6% | -45.9% |
| 1Y | -14.2% | +1.0% | -15.2% | -18.2% |
| All | +403.1% | +84.2% | +318.9% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling