+120.2%
SAP vs BAM
+86.2%
+34.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.5% |
| 7D | -0.7% | +9.7% | -10.4% | -4.2% |
| 30D | +11.1% | +19.0% | -7.9% | +4.0% |
| 3M | +17.0% | +0.6% | +16.5% | +16.4% |
| 6M | +34.8% | +11.1% | +23.8% | +29.0% |
| YTD | -2.2% | +4.2% | -6.4% | -4.6% |
| 1Y | -6.4% | +3.3% | -9.8% | -8.6% |
| 3Y | +75.1% | +88.8% | -13.6% | +39.5% |
| All | +120.2% | +86.2% | +34.0% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling