-72.3%
RUN vs BAM
+81.2%
-153.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | -13.5% | -2.7% | -10.8% | -11.3% |
| 30D | +18.3% | +15.5% | +2.8% | +2.9% |
| 3M | -12.5% | -6.9% | -5.6% | -7.1% |
| 6M | -40.3% | +9.9% | -50.2% | -46.7% |
| YTD | -53.1% | +1.4% | -54.5% | -54.3% |
| 1Y | -54.3% | +3.3% | -57.5% | -56.2% |
| 3Y | -6.5% | +83.6% | -90.1% | -55.8% |
| All | -72.3% | +81.2% | -153.5% | -86.8% |
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 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