-4.1%
SAN vs BAM
+9.8%
-14.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.7% |
| 7D | +4.9% | +9.7% | -4.8% | +0.5% |
| 30D | -13.0% | +19.0% | -32.0% | -19.9% |
| 3M | -18.9% | +0.6% | -19.4% | -18.8% |
| 6M | -4.1% | +11.1% | -15.2% | -10.8% |
| All | -4.1% | +9.8% | -14.0% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling