+328.2%
SITM vs BAM
+93.4%
+234.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.3% | +7.6% |
| 7D | +9.4% | +5.3% | +4.1% | +4.2% |
| 30D | -25.4% | +18.1% | -43.5% | -37.0% |
| 3M | -37.0% | +4.2% | -41.2% | -40.7% |
| 6M | -45.1% | +11.1% | -56.2% | -52.4% |
| YTD | +29.4% | +6.6% | +22.8% | +15.6% |
| 1Y | +39.8% | +6.2% | +33.6% | +25.6% |
| 3Y | +328.2% | +95.0% | +233.2% | +120.6% |
| All | +328.2% | +93.4% | +234.8% | +120.6% |
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