-48.6%
SIRI vs BAM
+71.9%
-120.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | +0.5% |
| 7D | +4.3% | -1.6% | +5.9% | +4.8% |
| 30D | -2.8% | -6.0% | +3.2% | -1.1% |
| 3M | +5.9% | +7.3% | -1.4% | +2.8% |
| 6M | +31.9% | +8.2% | +23.7% | +27.4% |
| YTD | +48.7% | -3.8% | +52.5% | +48.9% |
| 1Y | +23.2% | -10.7% | +34.0% | +26.6% |
| 3Y | -23.9% | +55.3% | -79.2% | -38.5% |
| All | -48.6% | +71.9% | -120.5% | -59.1% |
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 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