-68.7%
RUN vs BAM
+90.5%
-159.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -4.5% |
| 7D | +18.1% | +5.3% | +12.8% | +11.7% |
| 30D | +27.5% | +18.1% | +9.4% | +8.6% |
| 3M | -4.5% | +4.2% | -8.7% | -9.0% |
| 6M | -33.3% | +11.1% | -44.4% | -41.0% |
| YTD | -47.1% | +6.6% | -53.7% | -50.8% |
| 1Y | -43.1% | +6.2% | -49.3% | -46.9% |
| 3Y | -3.0% | +95.0% | -98.0% | -56.7% |
| All | -68.7% | +90.5% | -159.3% | -85.8% |
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