+62.4%
SAP vs BAM
+61.4%
+1.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.1% |
| 30D | +9.0% | -2.9% | +11.9% | +10.2% |
| 3M | +14.9% | +9.4% | +5.6% | +10.8% |
| 6M | +11.9% | +10.8% | +1.1% | +7.0% |
| YTD | -9.9% | -0.4% | -9.5% | -10.4% |
| 1Y | -19.5% | -10.9% | -8.7% | -17.0% |
| All | +62.4% | +61.4% | +1.0% | +30.7% |
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