+371.0%
SAN vs BAM
+81.2%
+289.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +4.0% | -2.7% | +6.7% | +5.4% |
| 30D | -7.8% | +15.5% | -23.3% | -13.9% |
| 3M | -16.4% | -6.9% | -9.5% | -13.8% |
| 6M | +3.5% | +9.9% | -6.4% | -1.5% |
| YTD | +6.7% | +1.4% | +5.3% | +4.9% |
| 1Y | +14.5% | +3.3% | +11.2% | +11.5% |
| 3Y | +243.5% | +83.6% | +159.9% | +144.8% |
| All | +371.0% | +81.2% | +289.8% | +231.9% |
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