+18.0%
Q vs BAM
+4.2%
+13.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -2.9% |
| 7D | -3.3% | +14.2% | -17.5% | -9.4% |
| 30D | -9.7% | +21.0% | -30.7% | -18.3% |
| 3M | -16.1% | +5.2% | -21.3% | -18.4% |
| 6M | -15.7% | +16.0% | -31.7% | -23.6% |
| YTD | +45.7% | +6.5% | +39.3% | +39.3% |
| 1Y | +18.0% | +4.4% | +13.6% | +15.4% |
| All | +18.0% | +4.2% | +13.8% | +15.4% |
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