-23.0%
SM vs BAM
+90.5%
-113.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.1% | -3.4% |
| 7D | -22.3% | +5.3% | -27.5% | -23.7% |
| 30D | -21.4% | +18.1% | -39.4% | -25.9% |
| 3M | +1.4% | +4.2% | -2.9% | -0.7% |
| 6M | +0.1% | +11.1% | -11.0% | -5.4% |
| YTD | +59.0% | +6.6% | +52.4% | +51.6% |
| 1Y | +64.3% | +6.2% | +58.1% | +56.5% |
| 3Y | -13.1% | +95.0% | -108.2% | -38.3% |
| All | -23.0% | +90.5% | -113.5% | -45.5% |
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