-70.4%
RUN vs BAM
+71.9%
-142.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +6.9% |
| 7D | +10.2% | -1.6% | +11.7% | +11.5% |
| 30D | -9.6% | -6.0% | -3.6% | -4.7% |
| 3M | -31.5% | +7.3% | -38.8% | -37.2% |
| 6M | -18.7% | +8.2% | -26.9% | -26.4% |
| YTD | -49.9% | -3.8% | -46.0% | -48.5% |
| 1Y | -45.5% | -10.7% | -34.8% | -39.6% |
| 3Y | -34.1% | +55.3% | -89.4% | -63.7% |
| All | -70.4% | +71.9% | -142.3% | -85.1% |
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