+32.3%
S vs BAM
+78.0%
-45.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -7.7% | -2.0% | -5.7% | -6.5% |
| 30D | -5.3% | -2.9% | -2.4% | -3.6% |
| 3M | +20.3% | +9.4% | +10.9% | +13.4% |
| 6M | +47.4% | +10.8% | +36.6% | +37.0% |
| YTD | +32.5% | -0.4% | +33.0% | +31.7% |
| 1Y | +9.5% | -10.9% | +20.4% | +16.5% |
| 3Y | +15.5% | +61.3% | -45.7% | -15.7% |
| All | +32.3% | +78.0% | -45.7% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling