-53.9%
RUN vs BAM
+4.2%
-58.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | -4.1% |
| 7D | +18.5% | +14.2% | +4.2% | +5.4% |
| 30D | +15.5% | +21.0% | -5.5% | -2.1% |
| 3M | -20.3% | +5.2% | -25.5% | -24.7% |
| 6M | -30.8% | +16.0% | -46.8% | -40.8% |
| YTD | -52.2% | +6.5% | -58.7% | -55.1% |
| 1Y | -53.9% | +4.4% | -58.3% | -55.9% |
| All | -53.9% | +4.2% | -58.1% | -55.9% |
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