+121.6%
SAP vs BAM
+81.2%
+40.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | -2.7% | +3.3% | +1.6% |
| 30D | +6.5% | +15.5% | -9.0% | +0.8% |
| 3M | +12.2% | -6.9% | +19.1% | +14.9% |
| 6M | +46.1% | +9.9% | +36.2% | +40.3% |
| YTD | -1.6% | +1.4% | -3.0% | -3.0% |
| 1Y | -5.1% | +3.3% | -8.4% | -7.1% |
| 3Y | +68.4% | +83.6% | -15.3% | +35.4% |
| All | +121.6% | +81.2% | +40.4% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling