+48.3%
S vs BAM
+80.8%
-32.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -4.9% |
| 7D | +4.1% | -2.0% | +6.1% | +5.5% |
| 30D | -7.2% | +13.7% | -20.8% | -14.6% |
| 3M | 0.0% | -4.8% | +4.7% | +2.7% |
| 6M | +41.6% | +7.6% | +34.0% | +33.9% |
| YTD | +48.6% | +1.2% | +47.4% | +45.5% |
| 1Y | +30.0% | -2.3% | +32.3% | +30.0% |
| 3Y | +42.2% | +84.1% | -41.9% | -3.4% |
| All | +48.3% | +80.8% | -32.5% | +2.0% |
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