+21.0%
SHAK vs BAM
+67.8%
-46.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.2% | -5.2% |
| 7D | -7.2% | -3.9% | -3.3% | -5.1% |
| 30D | -11.8% | -8.8% | -3.0% | -7.4% |
| 3M | +17.2% | +2.2% | +15.0% | +15.4% |
| 6M | -34.1% | +5.9% | -40.1% | -36.7% |
| YTD | -22.4% | -6.1% | -16.3% | -20.9% |
| 1Y | -35.9% | -11.6% | -24.3% | -32.6% |
| 3Y | -3.4% | +51.7% | -55.0% | -19.3% |
| All | +21.0% | +67.8% | -46.8% | -4.2% |
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