+2.6%
SMR vs BAM
+71.9%
-69.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.4% | +18.7% | +18.8% |
| 7D | +21.4% | -1.6% | +23.0% | +22.7% |
| 30D | +13.8% | -6.0% | +19.8% | +21.2% |
| 3M | +3.9% | +7.3% | -3.4% | -4.9% |
| 6M | -4.2% | +8.2% | -12.4% | -11.4% |
| YTD | -21.1% | -3.8% | -17.3% | -18.5% |
| 1Y | -67.1% | -10.7% | -56.3% | -62.7% |
| 3Y | +88.9% | +55.3% | +33.5% | +30.3% |
| All | +2.6% | +71.9% | -69.3% | -34.3% |
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