+3.4%
SHAK vs BAM
+57.7%
-54.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -0.7% |
| 7D | -0.3% | -1.6% | +1.3% | +0.7% |
| 30D | -5.2% | -6.0% | +0.7% | -1.8% |
| 3M | +27.3% | +7.3% | +19.9% | +20.9% |
| 6M | -27.9% | +8.2% | -36.1% | -32.3% |
| YTD | -17.0% | -3.8% | -13.1% | -16.6% |
| 1Y | -30.9% | -10.7% | -20.2% | -27.3% |
| 3Y | +3.4% | +55.3% | -52.0% | -24.4% |
| All | +3.4% | +57.7% | -54.3% | -24.4% |
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