+237.8%
SHOP vs BAM
+88.1%
+149.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.5% |
| 7D | +2.8% | +5.0% | -2.2% | -1.3% |
| 30D | -14.2% | +16.6% | -30.8% | -25.3% |
| 3M | -5.5% | +2.2% | -7.7% | -7.5% |
| 6M | +32.8% | +9.7% | +23.1% | +21.3% |
| YTD | -8.9% | +5.2% | -14.2% | -13.8% |
| 1Y | -7.7% | +3.9% | -11.6% | -11.5% |
| 3Y | +139.0% | +91.5% | +47.5% | +43.9% |
| All | +237.8% | +88.1% | +149.7% | +102.1% |
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