-70.9%
RUN vs BAM
+84.8%
-155.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.9% | +5.7% |
| 7D | +3.2% | -2.9% | +6.0% | +5.5% |
| 30D | +19.5% | +14.7% | +4.8% | +4.6% |
| 3M | -9.6% | -4.1% | -5.4% | -6.7% |
| 6M | -37.3% | +9.6% | -46.9% | -43.9% |
| YTD | -50.7% | +3.4% | -54.1% | -52.9% |
| 1Y | -54.1% | +1.0% | -55.1% | -55.1% |
| 3Y | -3.9% | +88.2% | -92.1% | -55.7% |
| All | -70.9% | +84.8% | -155.7% | -86.4% |
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 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