+133.5%
SCHG vs BAM
+66.1%
+67.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.7% | -6.1% | +3.3% | -0.5% |
| 30D | -2.2% | -13.8% | +11.6% | +3.3% |
| 3M | +6.2% | +4.4% | +1.8% | +4.0% |
| 6M | +13.4% | +6.4% | +7.0% | +9.9% |
| YTD | +7.1% | -7.1% | +14.2% | +8.9% |
| 1Y | +12.5% | -11.8% | +24.3% | +16.4% |
| 3Y | +86.2% | +50.2% | +36.0% | +59.3% |
| All | +133.5% | +66.1% | +67.3% | +92.4% |
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 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