+239.1%
SAN vs BAM
+85.9%
+153.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.7% |
| 7D | +4.9% | +9.7% | -4.8% | +0.7% |
| 30D | -13.0% | +19.0% | -32.0% | -19.6% |
| 3M | -18.9% | +0.6% | -19.4% | -19.4% |
| 6M | -4.1% | +11.1% | -15.2% | -9.1% |
| YTD | +2.6% | +4.2% | -1.6% | -0.6% |
| 1Y | +16.9% | +3.3% | +13.6% | +13.5% |
| 3Y | +239.1% | +88.8% | +150.3% | +164.7% |
| All | +239.1% | +85.9% | +153.2% | +164.7% |
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