+18.5%
SHAK vs BAM
+66.1%
-47.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -11.0% | -6.1% | -4.9% | -7.8% |
| 30D | -14.0% | -13.8% | -0.2% | -6.8% |
| 3M | +13.3% | +4.4% | +8.9% | +10.3% |
| 6M | -35.3% | +6.4% | -41.7% | -38.0% |
| YTD | -24.0% | -7.1% | -16.9% | -22.1% |
| 1Y | -36.7% | -11.8% | -24.9% | -33.4% |
| 3Y | -5.4% | +50.2% | -55.5% | -20.5% |
| All | +18.5% | +66.1% | -47.6% | -5.7% |
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 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