+82.7%
SAP vs BAM
+84.2%
-1.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.7% |
| 7D | +4.0% | +7.9% | -3.9% | +0.7% |
| 30D | +15.7% | +16.0% | -0.3% | +8.8% |
| 3M | +23.4% | +0.6% | +22.8% | +22.7% |
| 6M | +41.3% | +10.5% | +30.8% | +34.9% |
| YTD | +2.0% | +3.2% | -1.2% | -0.3% |
| 1Y | -5.1% | +1.0% | -6.1% | -6.7% |
| All | +82.7% | +84.2% | -1.5% | +45.4% |
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