+238.2%
SHOP vs BAM
+80.8%
+157.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.3% |
| 7D | +2.1% | -2.0% | +4.1% | +3.9% |
| 30D | -16.8% | +13.7% | -30.5% | -26.0% |
| 3M | -2.4% | -4.8% | +2.3% | +1.9% |
| 6M | +47.0% | +7.6% | +39.4% | +36.3% |
| YTD | -8.8% | +1.2% | -10.0% | -10.6% |
| 1Y | -6.3% | -2.3% | -4.0% | -5.0% |
| 3Y | +139.3% | +84.1% | +55.2% | +49.1% |
| All | +238.2% | +80.8% | +157.4% | +109.5% |
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