+44.0%
SHAK vs BAM
+81.2%
-37.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.0% |
| 7D | +4.3% | -2.7% | +7.0% | +6.0% |
| 30D | +9.0% | +15.5% | -6.5% | +0.7% |
| 3M | +1.8% | -6.9% | +8.7% | +5.8% |
| 6M | +17.3% | +9.9% | +7.4% | +10.5% |
| YTD | -7.6% | +1.4% | -9.0% | -9.7% |
| 1Y | -16.9% | +3.3% | -20.2% | -20.0% |
| 3Y | +35.1% | +83.6% | -48.6% | +5.3% |
| All | +44.0% | +81.2% | -37.2% | +9.3% |
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