-48.2%
SIRI vs BAM
+78.0%
-126.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +1.6% | -2.0% | +3.5% | +2.2% |
| 30D | -4.7% | -2.9% | -1.8% | -4.0% |
| 3M | +5.3% | +9.4% | -4.1% | +1.6% |
| 6M | +30.5% | +10.8% | +19.8% | +25.1% |
| YTD | +49.6% | -0.4% | +50.1% | +48.2% |
| 1Y | +28.5% | -10.9% | +39.4% | +32.3% |
| 3Y | -27.5% | +61.3% | -88.7% | -42.0% |
| All | -48.2% | +78.0% | -126.2% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling