+487.5%
SITM vs BAM
+78.0%
+409.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.0% |
| 7D | +9.7% | -2.0% | +11.7% | +11.6% |
| 30D | +12.7% | -2.9% | +15.6% | +14.7% |
| 3M | -13.4% | +9.4% | -22.8% | -21.8% |
| 6M | +59.6% | +10.8% | +48.9% | +42.0% |
| YTD | +73.3% | -0.4% | +73.7% | +67.9% |
| 1Y | +165.5% | -10.9% | +176.4% | +188.0% |
| 3Y | +368.7% | +61.3% | +307.5% | +220.2% |
| All | +487.5% | +78.0% | +409.6% | +277.7% |
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