+466.2%
SITM vs BAM
+67.8%
+398.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | +0.5% |
| 7D | +3.7% | -3.9% | +7.6% | +7.4% |
| 30D | -14.5% | -8.8% | -5.7% | -8.2% |
| 3M | -10.6% | +2.2% | -12.8% | -14.3% |
| 6M | +65.5% | +5.9% | +59.6% | +52.9% |
| YTD | +67.0% | -6.1% | +73.1% | +70.3% |
| 1Y | +138.6% | -11.6% | +150.2% | +159.8% |
| 3Y | +421.8% | +51.7% | +370.1% | +275.8% |
| All | +466.2% | +67.8% | +398.4% | +283.0% |
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