-68.0%
RUN vs BAM
+86.2%
-154.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.3% |
| 7D | +33.4% | +9.7% | +23.7% | +21.7% |
| 30D | +31.1% | +19.0% | +12.2% | +11.0% |
| 3M | +6.4% | +0.6% | +5.8% | +4.8% |
| 6M | -22.2% | +11.1% | -33.3% | -31.2% |
| YTD | -45.8% | +4.2% | -49.9% | -48.5% |
| 1Y | -51.1% | +3.3% | -54.5% | -53.1% |
| 3Y | -3.0% | +88.8% | -91.8% | -55.4% |
| All | -68.0% | +86.2% | -154.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling