-24.0%
SIRI vs BAM
+50.2%
-74.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | 0.0% |
| 7D | -3.9% | -3.9% | 0.0% | -2.5% |
| 30D | -0.8% | -8.8% | +8.0% | +2.4% |
| 3M | +4.3% | +2.2% | +2.1% | +2.7% |
| 6M | +34.1% | +5.9% | +28.1% | +29.7% |
| YTD | +47.3% | -6.1% | +53.4% | +48.9% |
| 1Y | +22.9% | -11.6% | +34.5% | +27.3% |
| All | -24.0% | +50.2% | -74.3% | -46.4% |
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