+120.5%
SAP vs BAM
+88.1%
+32.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.1% |
| 7D | +1.5% | +5.0% | -3.5% | -0.4% |
| 30D | +8.8% | +16.6% | -7.8% | +2.6% |
| 3M | +12.1% | +2.2% | +9.9% | +10.8% |
| 6M | +34.6% | +9.7% | +24.9% | +29.4% |
| YTD | -2.1% | +5.2% | -7.3% | -4.8% |
| 1Y | -5.5% | +3.9% | -9.5% | -7.9% |
| 3Y | +67.4% | +91.5% | -24.1% | +32.7% |
| All | +120.5% | +88.1% | +32.4% | +72.9% |
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 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