-20.8%
SM vs BAM
+86.2%
-107.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | -25.9% | +9.7% | -35.6% | -28.4% |
| 30D | -15.1% | +19.0% | -34.1% | -20.3% |
| 3M | +4.9% | +0.6% | +4.3% | +3.9% |
| 6M | +6.1% | +11.1% | -4.9% | -0.1% |
| YTD | +63.4% | +4.2% | +59.3% | +56.9% |
| 1Y | +72.5% | +3.3% | +69.1% | +65.8% |
| 3Y | -16.9% | +88.8% | -105.7% | -40.3% |
| All | -20.8% | +86.2% | -107.0% | -43.6% |
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 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