+40.6%
S vs BAM
+85.9%
-45.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -13.4% | +9.7% | -23.2% | -18.9% |
| 30D | -14.0% | +19.0% | -33.0% | -23.7% |
| 3M | +4.9% | +0.6% | +4.3% | +4.0% |
| 6M | +42.0% | +11.1% | +30.9% | +30.8% |
| YTD | +45.1% | +4.2% | +41.0% | +39.0% |
| 1Y | +33.1% | +3.3% | +29.7% | +27.9% |
| 3Y | +40.6% | +88.8% | -48.1% | -21.0% |
| All | +40.6% | +85.9% | -45.3% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling