+216.8%
PL vs BAM
+78.0%
+138.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | -9.3% | -2.0% | -7.3% | -8.0% |
| 30D | -18.9% | -2.9% | -16.0% | -17.5% |
| 3M | -58.4% | +9.4% | -67.8% | -61.5% |
| 6M | -30.3% | +10.8% | -41.1% | -36.2% |
| YTD | -8.1% | -0.4% | -7.7% | -10.0% |
| 1Y | +180.5% | -10.9% | +191.4% | +199.3% |
| 3Y | +444.1% | +61.3% | +382.9% | +287.7% |
| All | +216.8% | +78.0% | +138.8% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling